LANXESS AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:46.69% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0842 | 10.57 | |
| 0.0075 | 4.89 | |
| 0.9390 | 432.32 | |
| 0.0775 | 15.22 |
Estimation Period:
Jan 31, 2005 to Dec 5, 2025
Jan 31, 2005 to Dec 5, 2025
News Impact Curve
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