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

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Deutsche Lufthansa AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:31.44% (-0.47%)

Analysis last updated: Sunday, November 30, 2025 at 02:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0178	10.36
$β$	0.9311	246.83
$γ$	0.0389	14.44
$λ_{1}$	0.0250	3.74
$λ_{2}$	0.0159	3.45
$λ_{3}$	0.9784	162.42

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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