Deutsche Lufthansa AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:46.44% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0511 | 19.09 | |
| 0.0155 | 9.78 | |
| 0.9568 | 583.42 | |
| 0.0334 | 11.82 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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