V-Lab: Deutsche Lufthansa AG GAS-GARCH Student T Volatility Analysis

V-Lab

Deutsche Lufthansa AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:30.61% (-0.92%)

Analysis last updated: Wednesday, July 16, 2025 at 01:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0874	4.85
$α$	0.0484	26.35
$β$	0.9903	450.76
$ν$	5.8103	5.73

Estimation Period:
Jan 2, 1990 to Jul 11, 2025