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 Wednesday, November 20th, 2024:31.24% (-1.01%)

Analysis last updated: Thursday, November 21, 2024 at 12:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0757	4.79
$α$	0.0486	25.83
$β$	0.9904	449.77
$ν$	6	5.70

Estimation Period:
Jan 2, 1990 to Nov 15, 2024