PostNL NV Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.47% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0542 | 8.14 | |
| 0.1441 | 5.64 | |
| 0.7043 | 14.82 | |
| 0.2569 | 4.28 | |
| -0.4045 | -4.09 | |
| 0.3554 | 4.17 | |
| -0.3218 | -3.76 | |
| 0.2010 | 2.24 | |
| -0.2422 | -2.41 | |
| 0.2610 | 2.27 | |
| -0.1340 | -1.16 | |
| 0.0213 | 0.20 | |
| -0.0065 | -0.05 |
Estimation Period:
Jun 29, 1998 to Feb 6, 2026
Jun 29, 1998 to Feb 6, 2026
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