V-Lab: DHL Group GJR-GARCH Volatility Analysis

V-Lab

DHL Group GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:23.49% (-0.53%)

Analysis last updated: Saturday, May 31, 2025 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0585	18.89
$α$	0.0241	8.15
$β$	0.9225	340.92
$γ$	0.0639	11.85

Estimation Period:
Nov 17, 2000 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts