Deutsche Lufthansa AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:29.41% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 18.98 | |
| 0.0153 | 9.71 | |
| 0.9575 | 587.05 | |
| 0.0328 | 11.78 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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