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 Wednesday, March 5th, 2025:34.93% (+4.26%)

Analysis last updated: Wednesday, March 5, 2025 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0154	9.42
$β$	0.9343	255.75
$γ$	0.0393	14.66
$λ_{1}$	0.0248	3.59
$λ_{2}$	0.0167	3.37
$λ_{3}$	0.9776	152.66

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts