LANXESS AG EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:48.54% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 6.71 | |
| 0.0885 | 23.33 | |
| 0.9862 | 782.06 | |
| -0.0666 | -19.27 |
Estimation Period:
Jan 31, 2005 to Nov 14, 2025
Jan 31, 2005 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities