LyondellBasell Industries NV GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
39.46%
decreased by 0.87%
1 Week
39.45%
decreased by 0.88%
1 Month
39.39%
decreased by 0.94%
Analysis last updated: Saturday, June 13, 2026 at 12:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 8.02 | |
| 0.0180 | 7.31 | |
| 0.9429 | 433.73 | |
| 0.0651 | 10.46 |
Estimation Period:
Apr 28, 2010 to Jun 12, 2026
Apr 28, 2010 to Jun 12, 2026
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