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{name} Model Equation

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Param	Value	t-stat
mwindow	106
αARCH	0.0182	2.80***
βGARCH	0.9307	80.92***
γleverage	0.0388	4.47***
λ₁tau intercept	0.0259	1.09
λ₂forecast adj.	0.0166	1.39
λ₃tau persistence	0.9776	58.17***

Parameter	Value	t-statistic
m window Rolling window length	106
α ARCH Response to squared shocks	0.0182	2.80***
β GARCH Volatility persistence	0.9307	80.92***
γ leverage Additional response to negative shocks	0.0388	4.47***
λ₁ tau intercept Baseline long-term coefficient	0.0259	1.09
λ₂ forecast adj. Forecast performance sensitivity	0.0166	1.39
λ₃ tau persistence Long-term factor persistence	0.9776	58.17***

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Deutsche Lufthansa AG MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Deutsche Lufthansa AG Analyses