V-Lab: DHL Group GJR-GARCH Volatility Analysis

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DHL Group GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 21st, 2025:18.26% (-0.01%)

Analysis last updated: Tuesday, October 21, 2025 at 08:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0597	19.20
$α$	0.0248	8.38
$β$	0.9208	340.79
$γ$	0.0645	11.88

Estimation Period:
Nov 17, 2000 to Oct 17, 2025

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Volatility Forecasts