V-Lab
V-Lab
LANXESS AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 22nd, 2025:43.79% (+0.65%)
Analysis last updated: Thursday, May 22, 2025 at 09:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of LANXESS AG GJR-GARCH
paramt-stat
ω0.084110.56
α0.00785.21
β0.9379419.25
γ0.079115.13
Estimation Period:
Jan 31, 2005 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts