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

V-Lab

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V-Lab

Deutsche Lufthansa AG Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:29.32% (-0.69%)

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
$ω$	1.1695	7.03
$α$	0.0425	6.28
$β$	0.9315	89.64
$γ_{1}$	-0.0406	-1.30
$γ_{2}$	0.1099	2.14
$γ_{3}$	-0.1493	-4.19
$γ_{4}$	0.1457	5.24
$γ_{5}$	-0.0921	-2.68
$γ_{6}$	0.0312	0.70
$γ_{7}$	0.0147	0.34
$γ_{8}$	-0.1101	-2.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts