Deutsche Lufthansa AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:36.88% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0583 | 4.80 | |
| 0.0482 | 26.15 | |
| 0.9902 | 442.07 | |
| 5.7579 | 5.73 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
Other Deutsche Lufthansa AG Analyses
Other GAS-GARCH Student T Analyses on International Equities