PostNL NV MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.51% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1589 | 19.18 | |
| 0.5990 | 35.96 | |
| 0.0421 | 2.95 | |
| 0.0319 | 1.25 | |
| 0.0373 | 2.80 | |
| 0.9584 | 55.50 |
Estimation Period:
Jun 29, 1998 to Feb 6, 2026
Jun 29, 1998 to Feb 6, 2026
News Impact Curve
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