LANXESS AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:40.74% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0804 | 10.39 | |
| 0.0085 | 5.44 | |
| 0.9403 | 446.46 | |
| 0.0751 | 14.86 |
Estimation Period:
Jan 31, 2005 to Feb 20, 2026
Jan 31, 2005 to Feb 20, 2026
News Impact Curve
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