Deutsche Lufthansa AG MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
35.11%
decreased by 0.58%
1 Week
35.27%
decreased by 0.42%
1 Month
35.88%
increased by 0.19%
Analysis last updated: Tuesday, June 23, 2026 at 06:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0177 | 10.46 | |
| 0.9305 | 251.22 | |
| 0.0402 | 14.99 | |
| 0.0258 | 3.73 | |
| 0.0166 | 3.45 | |
| 0.9777 | 156.48 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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