V-Lab
TUI Travel Ltd MEM Volatility Analysis
Volatility Prediction for Thursday, December 11th, 2014:31.36% (+0.50%)
Analysis last updated: Wednesday, December 10, 2014 at 05:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3109 | 10.32 | |
| 0.1251 | 14.09 | |
| 0.8336 | 137.40 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2014
Jan 1, 1990 to Dec 5, 2014
News Impact Curve
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