Lenzing AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.33% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9219 | 5.44 | |
| 0.1320 | 8.58 | |
| 0.7167 | 22.04 | |
| -0.0356 | -0.51 | |
| 0.1099 | 1.05 | |
| -0.1320 | -2.12 | |
| 0.0962 | 2.00 | |
| -0.0453 | -1.12 | |
| -0.0309 | -0.84 | |
| 0.0981 | 2.42 | |
| -0.1240 | -2.68 | |
| 0.1502 | 3.50 | |
| -0.2205 | -3.31 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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