Deutsche Lufthansa AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:28.89% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 18.98 | |
| 0.0153 | 9.71 | |
| 0.9575 | 587.41 | |
| 0.0328 | 11.78 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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