Deutsche Lufthansa AG GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
36.01%
decreased by 0.59%
1 Week
35.98%
decreased by 0.62%
1 Month
35.85%
decreased by 0.75%
Analysis last updated: Tuesday, June 23, 2026 at 06:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0513 | 19.14 | |
| 0.0156 | 10.00 | |
| 0.9566 | 587.94 | |
| 0.0337 | 12.00 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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