Deutsche Lufthansa AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:31.23% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 19.03 | |
| 0.0153 | 9.73 | |
| 0.9576 | 589.30 | |
| 0.0326 | 11.70 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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