Lenzing AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.30% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0319 | 0.52 | |
| 0.6337 | 20.57 | |
| -0.0319 | -0.66 | |
| 0.0173 | 0.00 | |
| 0.0418 | 0.10 | |
| 0.9582 | 0.77 |
Estimation Period:
Mar 7, 2025 to Feb 13, 2026
Mar 7, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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