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

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Deutsche Lufthansa AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:36.65% (+1.73%)

Analysis last updated: Friday, November 7, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0173	10.04
$β$	0.9317	249.33
$γ$	0.0390	14.48
$λ_{1}$	0.0249	3.73
$λ_{2}$	0.0159	3.43
$λ_{3}$	0.9784	161.59

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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