Deutsche Lufthansa AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:31.85% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 19.03 | |
| 0.0156 | 9.77 | |
| 0.9575 | 584.93 | |
| 0.0322 | 11.54 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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