DHL Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:19.98% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7852 | 4.68 | |
| 0.0762 | 6.27 | |
| 0.8699 | 46.79 | |
| -0.2454 | -3.32 | |
| 0.4372 | 4.14 | |
| -0.3404 | -5.30 | |
| 0.2386 | 4.02 | |
| -0.1571 | -2.68 | |
| 0.1510 | 2.56 | |
| -0.1420 | -2.47 | |
| 0.0710 | 1.66 |
Estimation Period:
Nov 17, 2000 to Jan 9, 2026
Nov 17, 2000 to Jan 9, 2026
News Impact Curve
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