Lenzing AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.85% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0977 | 16.09 | |
| 0.0442 | 13.64 | |
| 0.9157 | 323.93 | |
| 0.0379 | 6.64 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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