DHL Group Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
40.19%
increased by 13.95%
1 Week
39.18%
increased by 12.94%
1 Month
36.08%
increased by 9.84%
Analysis last updated: Friday, May 1, 2026 at 08:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7976 | 4.70 | |
| 0.0737 | 6.45 | |
| 0.8766 | 51.36 | |
| -0.2304 | -3.19 | |
| 0.4129 | 3.99 | |
| -0.3255 | -5.12 | |
| 0.2295 | 3.87 | |
| -0.1487 | -2.52 | |
| 0.1405 | 2.36 | |
| -0.1300 | -2.23 | |
| 0.0607 | 1.40 |
Estimation Period:
Nov 17, 2000 to Apr 30, 2026
Nov 17, 2000 to Apr 30, 2026
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