V-Lab: Deutsche Lufthansa AG GJR-GARCH Volatility Analysis

V-Lab

Deutsche Lufthansa AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:27.24% (-0.16%)

Analysis last updated: Saturday, August 23, 2025 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0500	18.96
$α$	0.0158	9.83
$β$	0.9570	579.28
$γ$	0.0327	11.53

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts