V-Lab: LANXESS AG GJR-GARCH Volatility Analysis

V-Lab

LANXESS AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:37.60% (-0.30%)

Analysis last updated: Thursday, July 31, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0848	10.67
$α$	0.0079	5.27
$β$	0.9377	419.76
$γ$	0.0787	15.11

Estimation Period:
Jan 31, 2005 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts