TNT Express NV EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4388 | 14.79 | |
| 1.1373 | 37.59 | |
| 0.8602 | 211.45 | |
| 0.6704 | 13.49 |
Estimation Period:
May 26, 2011 to Jul 1, 2016
May 26, 2011 to Jul 1, 2016
News Impact Curve
Volatility Forecasts
Other TNT Express NV Analyses
Other EGARCH Analyses on International Equities