LANXESS AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:37.50% (+4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0894 | 11.06 | |
| 0.0086 | 5.56 | |
| 0.9363 | 426.97 | |
| 0.0785 | 14.97 |
Estimation Period:
Jan 31, 2005 to Jan 16, 2026
Jan 31, 2005 to Jan 16, 2026
News Impact Curve
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