DHL Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.88% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7880 | 4.73 | |
| 0.0759 | 6.26 | |
| 0.8703 | 47.08 | |
| -0.2416 | -3.32 | |
| 0.4311 | 4.15 | |
| -0.3373 | -5.31 | |
| 0.2375 | 4.03 | |
| -0.1568 | -2.69 | |
| 0.1513 | 2.58 | |
| -0.1445 | -2.53 | |
| 0.0743 | 1.76 |
Estimation Period:
Nov 17, 2000 to Feb 6, 2026
Nov 17, 2000 to Feb 6, 2026
News Impact Curve
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