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

V-Lab

Deutsche Lufthansa AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:30.67% (-0.36%)

Analysis last updated: Saturday, August 9, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.0176	10.36
$β$	0.9320	273.24
$γ$	0.0388	15.03
$λ_{1}$	0.0310	3.73
$λ_{2}$	0.0193	3.56
$λ_{3}$	0.9736	134.90

Estimation Period:
Jan 2, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts