DHL Group GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:22.57% (+4.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0668 | 19.18 | |
| 0.0249 | 8.84 | |
| 0.9162 | 326.18 | |
| 0.0687 | 12.57 |
Estimation Period:
Nov 17, 2000 to Jan 16, 2026
Nov 17, 2000 to Jan 16, 2026
News Impact Curve
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