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

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V-Lab

Deutsche Lufthansa AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:33.93% (-0.57%)

Analysis last updated: Saturday, April 27, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3414	6.14
$α$	0.0414	6.65
$β$	0.9445	135.41
$γ_{1}$	0.0050	2.95
$γ_{2}$	-0.0063	-3.04

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts