V-Lab: TUI Travel Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

TUI Travel Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, December 12th, 2014:96.27% (-9.40%)

Analysis last updated: Monday, March 1, 2021 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	43.6763	3.83
$α$	0.0697	55.18
$β$	0.9830	206.64
$ν$	2	331.79

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