Lilium N V GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:512.20% (-37.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0197 | 4.99 | |
| 0.0692 | 5.04 | |
| 0.8617 | 63.76 | |
| 0.1382 | 3.84 |
Estimation Period:
Mar 29, 2022 to Feb 6, 2026
Mar 29, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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