LyondellBasell Industries NV GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.31% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0380 | 7.13 | |
| 0.0076 | 4.62 | |
| 0.9483 | 506.83 | |
| 0.0737 | 12.81 |
Estimation Period:
Apr 28, 2010 to Feb 13, 2026
Apr 28, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities