DHL Group GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
22.51%
unchanged at 0.00%
1 Week
22.71%
increased by 0.20%
1 Month
23.39%
increased by 0.88%
Analysis last updated: Wednesday, June 24, 2026 at 06:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0683 | 19.45 | |
| 0.0277 | 9.10 | |
| 0.9150 | 323.22 | |
| 0.0652 | 11.37 |
Estimation Period:
Nov 17, 2000 to Jun 19, 2026
Nov 17, 2000 to Jun 19, 2026
Other GJR-GARCH Analyses on International Equities