V-Lab
TUI Travel Ltd APARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2014:34.16% (-1.63%)
Analysis last updated: Monday, June 22, 2015 at 03:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3150 | 11.65 | |
| 0.1052 | 18.54 | |
| 0.8413 | 104.94 | |
| 0.2838 | 10.72 | |
| 1.5558 | 30.39 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2014
Jan 1, 1990 to Dec 5, 2014
News Impact Curve
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