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

V-Lab

Deutsche Lufthansa AG MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:30.59% (-0.45%)

Analysis last updated: Thursday, June 12, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0180	10.42
$β$	0.9308	251.02
$γ$	0.0388	14.47
$λ_{1}$	0.0274	3.61
$λ_{2}$	0.0176	3.39
$λ_{3}$	0.9762	143.67

Estimation Period:
Jan 2, 1990 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts