V-Lab: Deutsche Lufthansa AG GAS-GARCH Student T Volatility Analysis

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V-Lab

Deutsche Lufthansa AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:37.36% (-1.16%)

Analysis last updated: Saturday, April 20, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1615	4.78
$α$	0.0494	25.88
$β$	0.9904	450.59
$ν$	6	5.77

Estimation Period:
Jan 2, 1990 to Apr 19, 2024