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

V-Lab

LANXESS AG Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:38.55% (-0.59%)

Analysis last updated: Thursday, June 12, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0637	18.35
$α$	0.1333	46.85
$β$	0.8524	279.10
$γ$	0.1946	21.66
$δ$	1.1253	20.31

Estimation Period:
Jan 31, 2005 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts