LANXESS AG EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:41.37% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 6.70 | |
| 0.0874 | 23.51 | |
| 0.9867 | 803.50 | |
| -0.0655 | -19.27 |
Estimation Period:
Jan 31, 2005 to Feb 13, 2026
Jan 31, 2005 to Feb 13, 2026
News Impact Curve
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