LANXESS AG GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
40.94%
decreased by 0.90%
1 Week
40.87%
decreased by 0.97%
1 Month
40.63%
decreased by 1.21%
Analysis last updated: Saturday, June 6, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0994 | 12.16 | |
| 0.0113 | 6.72 | |
| 0.9297 | 397.15 | |
| 0.0847 | 15.03 |
Estimation Period:
Jan 31, 2005 to Jun 5, 2026
Jan 31, 2005 to Jun 5, 2026
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