DHL Group MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:20.80% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0250 | 7.19 | |
| 0.8272 | 68.01 | |
| 0.0973 | 19.51 | |
| 0.0297 | 2.41 | |
| 0.0327 | 2.29 | |
| 0.9560 | 51.68 |
Estimation Period:
Nov 17, 2000 to Jan 9, 2026
Nov 17, 2000 to Jan 9, 2026
News Impact Curve
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