DHL Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:20.99% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0669 | 19.22 | |
| 0.0253 | 8.95 | |
| 0.9165 | 326.14 | |
| 0.0674 | 12.31 |
Estimation Period:
Nov 17, 2000 to Dec 5, 2025
Nov 17, 2000 to Dec 5, 2025
News Impact Curve
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