DHL Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.02% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0679 | 19.23 | |
| 0.0255 | 9.00 | |
| 0.9160 | 324.48 | |
| 0.0673 | 12.23 |
Estimation Period:
Nov 17, 2000 to Feb 13, 2026
Nov 17, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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