V-Lab: LANXESS AG GJR-GARCH Volatility Analysis

V-Lab

LANXESS AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:38.53% (-0.43%)

Analysis last updated: Wednesday, June 25, 2025 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0855	10.70
$α$	0.0081	5.37
$β$	0.9373	416.19
$γ$	0.0790	15.05

Estimation Period:
Jan 31, 2005 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts