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V-Lab

Deutsche Lufthansa AG GARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

39.17%

decreased by 0.76%

1 Week

39.09%

decreased by 0.84%

1 Month

38.76%

decreased by 1.17%

Analysis last updated: Saturday, August 15, 2026 at 08:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deutsche Lufthansa AG GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 60 trading days, meaning a shock loses half its impact after approximately 60 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0557
21.17***
α

ARCH

Response to squared shocks

0.0384
26.44***
β

GARCH

Volatility persistence

0.9502
580.12***

Persistence:

0.989

Half-life:

60 days