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

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V-Lab

Deutsche Lufthansa AG Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:39.94% (+0.75%)

Analysis last updated: Friday, November 7, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3515	6.16
$α$	0.0414	6.68
$β$	0.9439	134.38
$γ_{1}$	0.0051	2.61
$γ_{2}$	-0.0074	-2.11

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts