DHL Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:27.41% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 19.30 | |
| 0.0260 | 8.90 | |
| 0.9162 | 323.28 | |
| 0.0668 | 12.05 |
Estimation Period:
Nov 17, 2000 to Nov 14, 2025
Nov 17, 2000 to Nov 14, 2025
News Impact Curve
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