DHL Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:22.50% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7871 | 4.72 | |
| 0.0760 | 6.27 | |
| 0.8702 | 47.00 | |
| -0.2428 | -3.32 | |
| 0.4331 | 4.15 | |
| -0.3384 | -5.31 | |
| 0.2379 | 4.03 | |
| -0.1570 | -2.69 | |
| 0.1513 | 2.57 | |
| -0.1438 | -2.52 | |
| 0.0733 | 1.73 |
Estimation Period:
Nov 17, 2000 to Jan 30, 2026
Nov 17, 2000 to Jan 30, 2026
News Impact Curve
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