TUI AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.27% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0528 | 5.97 | |
| 0.0690 | 8.52 | |
| 0.8968 | 77.22 | |
| -0.0005 | -0.01 | |
| 0.0947 | 0.86 | |
| -0.1491 | -2.08 | |
| 0.0180 | 0.29 | |
| 0.1351 | 2.49 | |
| -0.1961 | -4.22 | |
| 0.1140 | 2.24 | |
| 0.0794 | 1.60 | |
| -0.2074 | -4.17 | |
| 0.1491 | 3.44 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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