LANXESS AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:38.76% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0894 | 10.99 | |
| 0.0085 | 5.46 | |
| 0.9363 | 417.83 | |
| 0.0787 | 14.98 |
Estimation Period:
Jan 31, 2005 to Dec 23, 2025
Jan 31, 2005 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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