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, November 20th, 2024:31.53% (-0.50%)

Analysis last updated: Thursday, November 21, 2024 at 12:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3263	6.13
$α$	0.0406	6.64
$β$	0.9455	137.75
$γ_{1}$	0.0045	2.82
$γ_{2}$	-0.0057	-2.90

Estimation Period:
Jan 2, 1990 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts