LANXESS AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:38.20% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8912 | 181.62 | |
| 0.1065 | 23.40 | |
| 0.0283 | 1.85 | |
| 0.0269 | 2.71 | |
| 0.9680 | 75.47 |
Estimation Period:
Jan 31, 2005 to Dec 19, 2025
Jan 31, 2005 to Dec 19, 2025
News Impact Curve
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