DHL Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:21.50% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7792 | 4.60 | |
| 0.0755 | 6.29 | |
| 0.8712 | 47.62 | |
| -0.2484 | -3.31 | |
| 0.4413 | 4.13 | |
| -0.3417 | -5.27 | |
| 0.2383 | 3.99 | |
| -0.1559 | -2.64 | |
| 0.1486 | 2.50 | |
| -0.1371 | -2.37 | |
| 0.0656 | 1.52 |
Estimation Period:
Nov 17, 2000 to Dec 19, 2025
Nov 17, 2000 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities