LANXESS AG Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2026:58.43% (+5.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7052 | 6.41 | |
| 0.0699 | 5.65 | |
| 0.8819 | 40.42 | |
| -0.0384 | -3.49 | |
| 0.0603 | 3.64 | |
| -0.0201 | -1.25 |
Estimation Period:
Jan 31, 2005 to Feb 27, 2026
Jan 31, 2005 to Feb 27, 2026
News Impact Curve
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