LANXESS AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:34.36% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0928 | 11.30 | |
| 0.0091 | 5.82 | |
| 0.9345 | 414.06 | |
| 0.0798 | 14.90 |
Estimation Period:
Jan 31, 2005 to Jan 9, 2026
Jan 31, 2005 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities