Lonza Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.61% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4717 | 17.84 | |
| 0.0815 | 11.63 | |
| 0.7193 | 70.60 | |
| 0.1172 | 4.80 |
Estimation Period:
Oct 29, 1999 to Feb 6, 2026
Oct 29, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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