LANXESS AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:68.05% (+7.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0832 | 10.43 | |
| 0.0073 | 4.76 | |
| 0.9393 | 434.86 | |
| 0.0779 | 15.10 |
Estimation Period:
Jan 31, 2005 to Nov 14, 2025
Jan 31, 2005 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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