V-Lab
LANXESS AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:43.94% (-1.09%)
Analysis last updated: Tuesday, November 12, 2024 at 08:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0825 | 10.38 | |
| 0.0059 | 3.90 | |
| 0.9392 | 431.82 | |
| 0.0797 | 15.80 |
Estimation Period:
Jan 31, 2005 to Nov 8, 2024
Jan 31, 2005 to Nov 8, 2024