Deutsche Lufthansa AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.41% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 10.73 | |
| 0.0745 | 19.85 | |
| 0.9881 | 1,515.45 | |
| -0.0334 | -12.76 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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