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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0971	7.07***
α ARCH Response to squared shocks	0.0439	6.37***
β GARCH Volatility persistence	0.9272	84.48***

γ₁	-0.0828	-1.71*
γ₂	0.1716	2.25**
γ₃	-0.1378	-2.72***
γ₄	0.0244	0.50
γ₅	0.0916	1.81*
γ₆	-0.1037	-2.09**
γ₇	0.0369	0.60
γ₈	0.0386	0.64
γ₉	-0.1314	-2.35**
γ₁₀	0.2591	3.38***

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Deutsche Lufthansa AG Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Deutsche Lufthansa AG Analyses