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 Tuesday, November 12th, 2024:29.97% (-0.62%)

Analysis last updated: Tuesday, November 12, 2024 at 08:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0730	4.78
$α$	0.0485	25.82
$β$	0.9904	449.16
$ν$	6	5.71

Estimation Period:
Jan 2, 1990 to Nov 8, 2024