LANXESS AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:54.46% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7060 | 6.37 | |
| 0.0695 | 5.64 | |
| 0.8831 | 40.91 | |
| -0.0382 | -3.44 | |
| 0.0599 | 3.58 | |
| -0.0191 | -1.18 |
Estimation Period:
Jan 31, 2005 to Feb 20, 2026
Jan 31, 2005 to Feb 20, 2026
News Impact Curve
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