V-Lab
TUI Travel Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2014:33.67% (-1.13%)
Analysis last updated: Monday, June 22, 2015 at 03:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3203 | 11.47 | |
| 0.0890 | 18.89 | |
| 0.8461 | 123.03 | |
| 1.1159 | 8.76 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2014
Jan 1, 1990 to Dec 5, 2014
News Impact Curve
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