TNT Express NV Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4012 | 1.84 | |
| 0.9970 | 83.91 | |
| 0.0000 | 0.00 | |
| -13.8413 | -3.19 | |
| 22.3800 | 4.57 | |
| -13.9331 | -5.98 | |
| 8.7138 | 2.86 | |
| -3.2122 | -1.16 | |
| -7.4968 | -1.93 | |
| 23.2335 | 3.19 |
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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