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 Monday, May 12th, 2025:38.99% (-0.81%)

Analysis last updated: Sunday, May 11, 2025 at 03:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3247	6.18
$α$	0.0415	6.62
$β$	0.9442	133.20
$γ_{1}$	0.0045	2.89
$γ_{2}$	-0.0056	-3.00

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts