LANXESS AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.72% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7069 | 6.34 | |
| 0.0696 | 5.65 | |
| 0.8834 | 41.10 | |
| -0.0382 | -3.42 | |
| 0.0597 | 3.55 | |
| -0.0184 | -1.13 |
Estimation Period:
Jan 31, 2005 to Feb 13, 2026
Jan 31, 2005 to Feb 13, 2026
News Impact Curve
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