V-Lab: Deutsche Lufthansa AG Asy. MEM Volatility Analysis

V-Lab

Deutsche Lufthansa AG Asy. MEM Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:28.71% (-0.48%)

Analysis last updated: Friday, June 20, 2025 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0773	24.55
$α$	0.0808	24.32
$β$	0.8870	380.05
$γ$	0.0338	5.56

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts