LANXESS AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:34.12% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0848 | 10.60 | |
| 0.0082 | 5.27 | |
| 0.9382 | 420.13 | |
| 0.0773 | 14.53 |
Estimation Period:
Jan 31, 2005 to Oct 24, 2025
Jan 31, 2005 to Oct 24, 2025
News Impact Curve
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