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

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Deutsche Lufthansa AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:32.36% (-0.47%)

Analysis last updated: Friday, October 17, 2025 at 08:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0178	10.28
$β$	0.9310	246.09
$γ$	0.0389	14.41
$λ_{1}$	0.0250	3.72
$λ_{2}$	0.0161	3.43
$λ_{3}$	0.9782	160.10

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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