LANXESS AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.99% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 6.70 | |
| 0.0872 | 23.52 | |
| 0.9867 | 804.84 | |
| -0.0653 | -19.26 |
Estimation Period:
Jan 31, 2005 to Feb 20, 2026
Jan 31, 2005 to Feb 20, 2026
News Impact Curve
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