Deutsche Lufthansa AG GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 14th, 2026
1 Day
45.91%
increased by 2.27%
1 Week
45.69%
increased by 2.05%
1 Month
44.88%
increased by 1.24%
Analysis last updated: Thursday, May 14, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 19.09 | |
| 0.0158 | 10.01 | |
| 0.9566 | 587.94 | |
| 0.0335 | 11.90 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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