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V-Lab

Lenzing AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.33% (-2.06%)
Analysis last updated: Friday, February 13, 2026 at 07:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lenzing AG SGARCH
paramt-stat
ω0.92195.44
α0.13208.58
β0.716722.04
γ1-0.0356-0.51
γ20.10991.05
γ3-0.1320-2.12
γ40.09622.00
γ5-0.0453-1.12
γ6-0.0309-0.84
γ70.09812.42
γ8-0.1240-2.68
γ90.15023.50
γ10-0.2205-3.31
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts