V-Lab
LANXESS AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:40.30% (+4.54%)
Analysis last updated: Saturday, May 18, 2024 at 11:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0877 | 11.89 | |
| 0.0104 | 6.17 | |
| 0.9331 | 426.44 | |
| 0.0804 | 15.41 |
Estimation Period:
Jan 31, 2005 to May 17, 2024
Jan 31, 2005 to May 17, 2024