Deutsche Lufthansa AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:27.56% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0501 | 4.83 | |
| 0.0483 | 26.24 | |
| 0.9902 | 444.45 | |
| 5.7817 | 5.72 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
Other Deutsche Lufthansa AG Analyses
Other GAS-GARCH Student T Analyses on International Equities