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

V-Lab

Deutsche Lufthansa AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:31.35% (-0.39%)

Analysis last updated: Wednesday, July 16, 2025 at 01:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0177	10.27
$β$	0.9311	252.88
$γ$	0.0391	14.59
$λ_{1}$	0.0274	3.62
$λ_{2}$	0.0175	3.40
$λ_{3}$	0.9763	144.18

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts