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

V-Lab

Deutsche Lufthansa AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 22nd, 2025:36.63% (-0.53%)

Analysis last updated: Thursday, May 22, 2025 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0488	18.97
$α$	0.0160	9.88
$β$	0.9575	579.61
$γ$	0.0320	11.32

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts