V-Lab
TUI Travel Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2014:33.31% (-1.20%)
Analysis last updated: Monday, March 1, 2021 at 09:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4368 | 17.34 | |
| 0.0550 | 11.03 | |
| 0.8393 | 132.82 | |
| 0.0882 | 5.31 |
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