Deutsche Lufthansa AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.67% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 10.79 | |
| 0.0747 | 19.85 | |
| 0.9881 | 1,517.75 | |
| -0.0333 | -12.72 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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