V-Lab: Deutsche Lufthansa AG MF2-GARCH Volatility Analysis

V-Lab

Deutsche Lufthansa AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:37.75% (-0.79%)

Analysis last updated: Sunday, May 11, 2025 at 03:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0179	10.39
$β$	0.9316	253.42
$γ$	0.0385	14.40
$λ_{1}$	0.0276	3.60
$λ_{2}$	0.0176	3.36
$λ_{3}$	0.9761	142.09

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts