V-Lab
V-Lab
DHL Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:21.96% (-0.54%)
Analysis last updated: Saturday, September 13, 2025 at 11:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DHL Group GJR-GARCH
paramt-stat
ω0.059619.09
α0.02418.17
β0.9216341.20
γ0.064711.98
Estimation Period:
Nov 17, 2000 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts