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 Tuesday, July 15th, 2025:32.44% (-0.54%)

Analysis last updated: Wednesday, July 16, 2025 at 01:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3191	6.21
$α$	0.0415	6.63
$β$	0.9440	133.17
$γ_{1}$	0.0044	2.87
$γ_{2}$	-0.0055	-2.98

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts