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, September 1st, 2025:27.94% (-0.40%)

Analysis last updated: Saturday, August 30, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3143	6.20
$α$	0.0417	6.65
$β$	0.9437	132.77
$γ_{1}$	0.0042	2.80
$γ_{2}$	-0.0053	-2.90

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts