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{name} Model Equation

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Param	Value	t-stat
ωconst	1.3014	6.33***
αARCH	0.0417	6.77***
βGARCH	0.9433	133.75***

γ₁	0.0040	2.94***
γ₂	-0.0051	-3.08***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3014	6.33***
α ARCH Response to squared shocks	0.0417	6.77***
β GARCH Volatility persistence	0.9433	133.75***

γ₁	0.0040	2.94***
γ₂	-0.0051	-3.08***

V-Lab

Deutsche Lufthansa AG Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Deutsche Lufthansa AG Analyses