Skip to main content
V-Lab

TUI AG 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 SGARCH
paramt-stat
ω0.81512.27
α0.07473.39
β0.807813.03
γ11.24740.96
γ2-2.4988-1.41
γ32.65972.46
γ4-1.7731-1.66
γ50.76791.11
γ6-1.7685-2.34
γ72.39662.78
γ8-1.6640-2.17
γ91.04430.91
Estimation Period:
Feb 15, 2007 to Jun 21, 2024
Impact of return on volatility tomorrow
Volatility Forecasts