V-Lab: Deutsche Lufthansa AG GJR-GARCH Volatility Analysis

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V-Lab

Deutsche Lufthansa AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:34.13% (-0.18%)

Analysis last updated: Thursday, April 18, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0460	18.11
$α$	0.0138	9.12
$β$	0.9595	599.66
$γ$	0.0335	12.34

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

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Volatility Forecasts