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 Monday, May 12th, 2025:39.49% (-1.47%)

Analysis last updated: Sunday, May 11, 2025 at 03:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1256	4.81
$α$	0.0485	26.42
$β$	0.9904	454.33
$ν$	5.8003	5.78

Estimation Period:
Jan 2, 1990 to May 9, 2025