Deutsche Lufthansa AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:31.55% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0499 | 19.04 | |
| 0.0155 | 9.78 | |
| 0.9574 | 587.02 | |
| 0.0326 | 11.67 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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