TUI Travel Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
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
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