DHL Group GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:26.85% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 19.33 | |
| 0.0262 | 8.65 | |
| 0.9160 | 318.16 | |
| 0.0667 | 11.88 |
Estimation Period:
Nov 17, 2000 to Nov 7, 2025
Nov 17, 2000 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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