V-Lab
DHL Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 6th, 2025:19.60% (-0.06%)
Analysis last updated: Saturday, January 4, 2025 at 09:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 17.02 | |
| 0.0157 | 8.41 | |
| 0.9351 | 512.95 | |
| 0.0617 | 12.76 |
Estimation Period:
Nov 17, 2000 to Jan 3, 2025
Nov 17, 2000 to Jan 3, 2025