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

V-Lab

Deutsche Lufthansa AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:33.83% (-0.49%)

Analysis last updated: Thursday, July 3, 2025 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0491	18.95
$α$	0.0158	9.85
$β$	0.9575	581.33
$γ$	0.0322	11.41

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts