V-Lab
V-Lab
DHL Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 25th, 2025:25.25% (-0.34%)
Analysis last updated: Saturday, August 23, 2025 at 10:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DHL Group GJR-GARCH
paramt-stat
ω0.059819.09
α0.02408.15
β0.9215341.16
γ0.065112.03
Estimation Period:
Nov 17, 2000 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts