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 Thursday, June 12th, 2025:32.25% (-0.60%)

Analysis last updated: Thursday, June 12, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3212	6.20
$α$	0.0417	6.62
$β$	0.9437	132.36
$γ_{1}$	0.0044	2.87
$γ_{2}$	-0.0055	-2.97

Estimation Period:
Jan 2, 1990 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts