V-Lab: LANXESS AG GJR-GARCH Volatility Analysis

V-Lab

LANXESS AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 29th, 2025:46.77% (-1.01%)

Analysis last updated: Tuesday, April 29, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0851	10.61
$α$	0.0079	5.25
$β$	0.9372	415.62
$γ$	0.0799	15.17

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts