V-Lab: Deutsche Lufthansa AG Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Deutsche Lufthansa AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:31.61% (-0.56%)

Analysis last updated: Saturday, May 4, 2024 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3398	6.14
$α$	0.0412	6.64
$β$	0.9446	135.74
$γ_{1}$	0.0049	2.93
$γ_{2}$	-0.0062	-3.01

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts