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

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V-Lab

Deutsche Lufthansa AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:30.31% (-0.55%)

Analysis last updated: Tuesday, November 12, 2024 at 08:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0165	9.38
$β$	0.9266	179.12
$γ$	0.0407	13.22
$λ_{1}$	0.0182	3.12
$λ_{2}$	0.0140	2.80
$λ_{3}$	0.9818	157.36

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts