Deutsche Lufthansa AG MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
42.39%
decreased by 0.39%
1 Week
42.14%
decreased by 0.64%
1 Month
41.43%
decreased by 1.35%
Analysis last updated: Thursday, May 21, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0179 | 10.54 | |
| 0.9307 | 252.22 | |
| 0.0399 | 14.90 | |
| 0.0257 | 3.76 | |
| 0.0165 | 3.45 | |
| 0.9778 | 157.40 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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