V-Lab
V-Lab
DHL Group GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:23.17% (-0.63%)
Analysis last updated: Thursday, July 31, 2025 at 10:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DHL Group GJR-GARCH
paramt-stat
ω0.059619.05
α0.02418.14
β0.9215340.43
γ0.064911.99
Estimation Period:
Nov 17, 2000 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts