V-Lab
TUI Travel Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2014:35.58% (-2.58%)
Analysis last updated: Monday, March 1, 2021 at 07:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2308 | 14.19 | |
| 0.2129 | 20.50 | |
| 0.8853 | 106.91 | |
| -0.0717 | -9.44 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2014
Jan 1, 1990 to Dec 5, 2014
News Impact Curve
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