V-Lab
TUI Travel Ltd Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, December 11th, 2014:32.08% (+1.11%)
Analysis last updated: Wednesday, December 10, 2014 at 05:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3214 | 16.97 | |
| 0.0892 | 13.66 | |
| 0.8291 | 127.57 | |
| 0.0839 | 5.45 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2014
Jan 1, 1990 to Dec 5, 2014
News Impact Curve
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