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 Thursday, June 12th, 2025:31.34% (-1.18%)

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
$ω$	5.0951	4.85
$α$	0.0486	26.31
$β$	0.9903	450.13
$ν$	5.8101	5.74

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