LANXESS AG GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
56.51%
decreased by 1.71%
1 Week
56.08%
decreased by 2.14%
1 Month
54.47%
decreased by 3.75%
Analysis last updated: Tuesday, April 28, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0915 | 11.38 | |
| 0.0104 | 6.35 | |
| 0.9333 | 407.22 | |
| 0.0824 | 15.09 |
Estimation Period:
Jan 31, 2005 to Apr 24, 2026
Jan 31, 2005 to Apr 24, 2026
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