V-Lab: Deutsche Lufthansa AG Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Deutsche Lufthansa AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:36.53% (+2.66%)

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
$ω$	1.3206	6.15
$α$	0.0402	6.63
$β$	0.9460	138.83
$γ_{1}$	0.0044	2.81
$γ_{2}$	-0.0056	-2.90

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts