Deutsche Lufthansa AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:30.65% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0497 | 19.05 | |
| 0.0153 | 9.74 | |
| 0.9577 | 590.06 | |
| 0.0324 | 11.65 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Deutsche Lufthansa AG Analyses
Other GJR-GARCH Analyses on International Equities