LANXESS AG GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
42.13%
decreased by 0.76%
1 Week
42.04%
decreased by 0.85%
1 Month
41.71%
decreased by 1.18%
Analysis last updated: Tuesday, June 23, 2026 at 06:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0921 | 11.54 | |
| 0.0101 | 6.18 | |
| 0.9335 | 413.58 | |
| 0.0824 | 15.17 |
Estimation Period:
Jan 31, 2005 to Jun 19, 2026
Jan 31, 2005 to Jun 19, 2026
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