V-Lab
Deutsche Lufthansa AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:30.83% (-0.39%)
Analysis last updated: Thursday, November 21, 2024 at 12:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 18.47 | |
| 0.0143 | 9.38 | |
| 0.9594 | 602.26 | |
| 0.0323 | 11.85 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
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