V-Lab: TUI Travel Ltd Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

TUI Travel Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, December 11th, 2014:38.11% (+6.67%)

Analysis last updated: Wednesday, December 10, 2014 at 05:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2505	15.00
$α$	0.1257	22.30
$β$	0.8402	137.51
$γ$	0.1713	13.62
$δ$	1.7707	24.28

Estimation Period:
Jan 1, 1990 to Dec 5, 2014

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts