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V-Lab

Lonza Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.84% (-1.26%)
Analysis last updated: Sunday, February 8, 2026 at 04:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lonza Group AG S0GARCH
paramt-stat
ω0.67915.83
α0.13315.42
β0.691813.49
γ10.18281.88
γ2-0.4031-2.35
γ30.46462.90
γ4-0.4295-2.74
γ50.24091.51
γ6-0.0969-0.69
γ70.08820.89
γ8-0.0155-0.19
γ9-0.1096-1.32
γ100.11162.16
Estimation Period:
Oct 29, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts