DHL Group MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:22.79% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0244 | 7.04 | |
| 0.8268 | 66.70 | |
| 0.0975 | 19.42 | |
| 0.0304 | 2.36 | |
| 0.0337 | 2.23 | |
| 0.9548 | 49.14 |
Estimation Period:
Nov 17, 2000 to Dec 19, 2025
Nov 17, 2000 to Dec 19, 2025
News Impact Curve
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