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

V-Lab

Deutsche Lufthansa AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 7th, 2025:33.87% (-0.52%)

Analysis last updated: Tuesday, October 7, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0499	19.00
$α$	0.0155	9.74
$β$	0.9573	583.03
$γ$	0.0326	11.58

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts