V-Lab: LANXESS AG MEM Volatility Analysis

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V-Lab

LANXESS AG MEM Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:45.81% (-3.15%)

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
$ω$	0.1484	9.50
$α$	0.1517	32.58
$β$	0.8202	230.33

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts