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Lonza Group Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.38% (+1.60%)
Analysis last updated: Sunday, February 15, 2026 at 03:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lonza Group Ag S0GARCH
paramt-stat
ω1.00595.10
α0.10102.63
β0.56274.14
γ1-3.1998-4.50
γ24.85034.99
γ3-1.9991-2.64
γ40.13570.17
γ50.85441.27
γ6-1.0545-1.69
γ70.31520.44
γ8-0.0337-0.05
γ90.37890.93
Estimation Period:
Dec 17, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts