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

V-Lab

Deutsche Lufthansa AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:26.79% (+0.13%)

Analysis last updated: Friday, September 26, 2025 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3127	6.19
$α$	0.0417	6.65
$β$	0.9438	132.97
$γ_{1}$	0.0041	2.76
$γ_{2}$	-0.0052	-2.85

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts