TUI Travel Ltd GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4604 | 17.30 | |
| 0.0916 | 20.28 | |
| 0.8379 | 125.92 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2014
Jan 1, 1990 to Dec 5, 2014
News Impact Curve
Volatility Forecasts
Other TUI Travel Ltd Analyses
Other GARCH Analyses on International Equities