FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8775	4.85
$α$	0.1260	5.32
$β$	0.6669	12.31
$γ_{1}$	0.0863	0.52
$γ_{2}$	-0.2747	-0.86
$γ_{3}$	0.3567	1.16
$γ_{4}$	-0.2611	-1.04
$γ_{5}$	0.0890	0.58
$γ_{6}$	-0.0068	-0.06
$γ_{7}$	0.1909	1.78
$γ_{8}$	-0.4262	-4.57
$γ_{9}$	0.3619	3.45
$γ_{10}$	-0.2232	-1.49

V-Lab

TUI Travel Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TUI Travel Ltd Analyses