PostNL NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.69% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9290 | 7.70 | |
| 0.1420 | 5.61 | |
| 0.7111 | 15.27 | |
| 0.2107 | 3.44 | |
| -0.3283 | -3.27 | |
| 0.2997 | 3.48 | |
| -0.2745 | -3.18 | |
| 0.1640 | 1.81 | |
| -0.2162 | -2.12 | |
| 0.2418 | 2.09 | |
| -0.1163 | -1.02 | |
| -0.0008 | -0.01 | |
| 0.0372 | 0.64 |
Estimation Period:
Jun 29, 1998 to Feb 6, 2026
Jun 29, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities