LANXESS AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.68% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0816 | 10.44 | |
| 0.0073 | 4.85 | |
| 0.9405 | 446.77 | |
| 0.0762 | 15.26 |
Estimation Period:
Jan 31, 2005 to Feb 6, 2026
Jan 31, 2005 to Feb 6, 2026
News Impact Curve
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