V-Lab: DHL Group GJR-GARCH Volatility Analysis

V-Lab

DHL Group GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 8th, 2025:48.70% (+1.72%)

Analysis last updated: Tuesday, April 8, 2025 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0556	18.46
$α$	0.0240	8.17
$β$	0.9247	346.58
$γ$	0.0622	11.68

Estimation Period:
Nov 17, 2000 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts