V-Lab
LANXESS AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 5th, 2025:44.70% (+6.71%)
Analysis last updated: Wednesday, March 5, 2025 at 09:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0778 | 10.17 | |
| 0.0065 | 4.31 | |
| 0.9418 | 446.80 | |
| 0.0752 | 15.39 |
Estimation Period:
Jan 31, 2005 to Feb 28, 2025
Jan 31, 2005 to Feb 28, 2025