PostNL NV EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.43% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 4.60 | |
| 0.0519 | 15.19 | |
| 0.9947 | 1,127.73 | |
| -0.0280 | -7.80 |
Estimation Period:
Jun 29, 1998 to Feb 13, 2026
Jun 29, 1998 to Feb 13, 2026
News Impact Curve
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