V-Lab
LANXESS AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:42.78% (-1.02%)
Analysis last updated: Thursday, November 21, 2024 at 12:52 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0825 | 10.39 | |
| 0.0059 | 3.90 | |
| 0.9392 | 432.61 | |
| 0.0797 | 15.83 |
Estimation Period:
Jan 31, 2005 to Nov 15, 2024
Jan 31, 2005 to Nov 15, 2024