Lanxess AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.38% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6282 | 12.40 | |
| 0.0281 | 6.57 | |
| 0.8048 | 62.30 | |
| 0.1375 | 7.26 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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