LANXESS AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.23% (+2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 6.68 | |
| 0.0869 | 23.42 | |
| 0.9865 | 795.55 | |
| -0.0660 | -19.46 |
Estimation Period:
Jan 31, 2005 to Feb 6, 2026
Jan 31, 2005 to Feb 6, 2026
News Impact Curve
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