V-Lab: Deutsche Lufthansa AG AGARCH Volatility Analysis

V-Lab

Deutsche Lufthansa AG AGARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:28.66% (-0.48%)

Analysis last updated: Thursday, June 12, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0550	10.89
$α$	0.0407	28.23
$β$	0.9411	591.51
$γ$	0.8627	14.20

Estimation Period:
Jan 2, 1990 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts