LANXESS AG GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
52.67%
increased by 1.10%
1 Week
52.31%
increased by 0.74%
1 Month
50.97%
decreased by 0.60%
Analysis last updated: Saturday, May 23, 2026 at 08:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0942 | 11.67 | |
| 0.0106 | 6.42 | |
| 0.9321 | 407.76 | |
| 0.0834 | 15.11 |
Estimation Period:
Jan 31, 2005 to May 22, 2026
Jan 31, 2005 to May 22, 2026
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