DHL Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:33.85% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0681 | 19.32 | |
| 0.0254 | 8.97 | |
| 0.9158 | 325.23 | |
| 0.0679 | 12.40 |
Estimation Period:
Nov 17, 2000 to Mar 6, 2026
Nov 17, 2000 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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