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V-Lab

Lonza Group AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.68% (-1.68%)
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 SGARCH
paramt-stat
ω0.70326.02
α0.12445.92
β0.711815.46
γ10.21722.24
γ2-0.4598-2.69
γ30.50653.15
γ4-0.4675-2.97
γ50.27791.71
γ6-0.1371-0.96
γ70.14161.42
γ8-0.1074-1.37
γ90.07700.89
γ10-0.3577-2.02
Estimation Period:
Oct 29, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts