TNT Express NV GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9182 | 13.01 | |
| 0.9038 | 1.59 | |
| 0.1281 | 2.11 | |
| -0.0638 | -0.08 |
Estimation Period:
May 26, 2011 to Jul 1, 2016
May 26, 2011 to Jul 1, 2016
News Impact Curve
Volatility Forecasts
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