Deutsche Lufthansa AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:36.67% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 19.10 | |
| 0.0156 | 9.79 | |
| 0.9573 | 584.09 | |
| 0.0324 | 11.57 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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