V-Lab: LANXESS AG APARCH Volatility Analysis

V-Lab

LANXESS AG APARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:34.75% (+0.61%)

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
$ω$	0.0406	14.48
$α$	0.0469	21.77
$β$	0.9463	417.44
$γ$	0.6901	15.43
$δ$	1.2159	27.80

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts