V-Lab
V-Lab
DHL Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:25.67% (-0.31%)
Analysis last updated: Friday, May 23, 2025 at 09:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DHL Group GJR-GARCH
paramt-stat
ω0.056818.61
α0.02388.09
β0.9240344.79
γ0.062911.79
Estimation Period:
Nov 17, 2000 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts