V-Lab: DHL Group GJR-GARCH Volatility Analysis

V-Lab

DHL Group GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 29th, 2025:34.51% (-1.14%)

Analysis last updated: Tuesday, April 29, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0563	18.55
$α$	0.0239	8.14
$β$	0.9242	345.51
$γ$	0.0626	11.73

Estimation Period:
Nov 17, 2000 to Apr 25, 2025

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Volatility Forecasts

Volatility Forecasts