DHL Group GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:18.26% (-0.01%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0597 | 19.20 | |
0.0248 | 8.38 | |
0.9208 | 340.79 | |
0.0645 | 11.88 |
Estimation Period:
Nov 17, 2000 to Oct 17, 2025
Nov 17, 2000 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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