TNT Express NV Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5400 | 3.75 | |
| 0.6991 | 2.24 | |
| 0.3007 | 0.96 | |
| -17.9672 | -2.27 | |
| 25.2541 | 2.54 | |
| -10.3660 | -3.72 | |
| 5.6883 | 2.47 | |
| -7.2351 | -2.16 | |
| 7.4729 | 2.61 |
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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