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

V-Lab

Deutsche Lufthansa AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:27.57% (-0.05%)

Analysis last updated: Saturday, September 13, 2025 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0500	18.93
$α$	0.0158	9.83
$β$	0.9569	578.89
$γ$	0.0328	11.54

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts