Deutsche Lufthansa AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:31.65% (-0.11%)
Parameter Estimates
param | t-stat | |
---|---|---|
1.3124 | 6.24 | |
0.0413 | 6.65 | |
0.9441 | 133.61 | |
0.0042 | 2.85 | |
-0.0053 | -2.96 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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