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TUI AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 25, 2024 at 08:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TUI AG S0GARCH
paramt-stat
ω0.81022.25
α0.07463.39
β0.808913.13
γ11.21400.93
γ2-2.4434-1.36
γ32.62032.42
γ4-1.7420-1.63
γ50.74091.07
γ6-1.7391-2.31
γ72.35662.80
γ8-1.5930-2.58
γ90.87522.11
Estimation Period:
Feb 15, 2007 to Jun 21, 2024
Impact of return on volatility tomorrow
Volatility Forecasts