DHL Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:31.03% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7914 | 4.76 | |
| 0.0762 | 6.38 | |
| 0.8702 | 47.79 | |
| -0.2371 | -3.30 | |
| 0.4239 | 4.12 | |
| -0.3330 | -5.28 | |
| 0.2349 | 4.01 | |
| -0.1541 | -2.65 | |
| 0.1474 | 2.51 | |
| -0.1391 | -2.44 | |
| 0.0693 | 1.64 |
Estimation Period:
Nov 17, 2000 to Mar 13, 2026
Nov 17, 2000 to Mar 13, 2026
News Impact Curve
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