V-Lab
LANXESS AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 6th, 2025:33.40% (-0.15%)
Analysis last updated: Saturday, January 4, 2025 at 09:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0812 | 10.29 | |
| 0.0055 | 3.71 | |
| 0.9402 | 437.29 | |
| 0.0788 | 15.86 |
Estimation Period:
Jan 31, 2005 to Jan 3, 2025
Jan 31, 2005 to Jan 3, 2025