FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.2308	14.19
$α$	0.2129	20.50
$β$	0.8853	106.91
$γ$	-0.0717	-9.44

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TUI Travel Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TUI Travel Ltd Analyses