LANXESS AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:60.14% (-2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7043 | 6.37 | |
| 0.0709 | 5.65 | |
| 0.8802 | 39.65 | |
| -0.0394 | -3.55 | |
| 0.0621 | 3.74 | |
| -0.0235 | -1.51 |
Estimation Period:
Jan 31, 2005 to Jan 30, 2026
Jan 31, 2005 to Jan 30, 2026
News Impact Curve
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