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V-Lab

Lenzing AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.91% (-3.27%)
Analysis last updated: Saturday, February 7, 2026 at 08:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lenzing AG S0GARCH
paramt-stat
ω1.01565.84
α0.12428.50
β0.744425.08
γ1-0.0015-0.02
γ20.06070.54
γ3-0.1064-1.61
γ40.07981.57
γ5-0.0389-0.91
γ6-0.0266-0.69
γ70.08421.97
γ8-0.0971-1.92
γ90.09422.02
γ10-0.0808-2.62
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts