TUI AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.42% (+3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0799 | 5.20 | |
| 0.0203 | 4.95 | |
| 0.9605 | 269.05 | |
| 0.0237 | 2.93 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
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