V-Lab: LANXESS AG Asy. Power MEM Volatility Analysis

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V-Lab

LANXESS AG Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:47.42% (-3.93%)

Analysis last updated: Tuesday, November 12, 2024 at 08:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0707	18.88
$α$	0.1367	45.93
$β$	0.8467	265.11
$γ$	0.1892	21.46
$δ$	1.1774	20.82

Estimation Period:
Jan 31, 2005 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts