DHL Group GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 14th, 2026
1 Day
37.08%
decreased by 1.37%
1 Week
36.66%
decreased by 1.79%
1 Month
35.17%
decreased by 3.28%
Analysis last updated: Thursday, May 14, 2026 at 06:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 19.24 | |
| 0.0278 | 9.18 | |
| 0.9165 | 328.02 | |
| 0.0641 | 11.25 |
Estimation Period:
Nov 17, 2000 to May 8, 2026
Nov 17, 2000 to May 8, 2026
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