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

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V-Lab

Deutsche Lufthansa AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:31.10% (-0.41%)

Analysis last updated: Tuesday, November 12, 2024 at 08:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0462	18.47
$α$	0.0143	9.38
$β$	0.9594	601.86
$γ$	0.0324	11.85

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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Volatility Forecasts