LANXESS AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:38.13% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0886 | 10.99 | |
| 0.0083 | 5.43 | |
| 0.9368 | 429.75 | |
| 0.0783 | 15.02 |
Estimation Period:
Jan 31, 2005 to Jan 30, 2026
Jan 31, 2005 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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