LANXESS AG GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
80.19%
decreased by 2.40%
1 Week
79.34%
decreased by 3.25%
1 Month
76.20%
decreased by 6.39%
Analysis last updated: Friday, April 3, 2026 at 07:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0864 | 11.00 | |
| 0.0103 | 6.31 | |
| 0.9353 | 419.23 | |
| 0.0809 | 15.11 |
Estimation Period:
Jan 31, 2005 to Apr 2, 2026
Jan 31, 2005 to Apr 2, 2026
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