LANXESS AG EGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:69.89% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 7.02 | |
| 0.0920 | 23.59 | |
| 0.9862 | 797.24 | |
| -0.0680 | -19.38 |
Estimation Period:
Jan 31, 2005 to Mar 13, 2026
Jan 31, 2005 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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