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V-Lab

LANXESS AG EGARCH Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

41.62%

decreased by 0.49%

1 Week

41.60%

decreased by 0.51%

1 Month

41.52%

decreased by 0.59%

Analysis last updated: Saturday, July 18, 2026 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of LANXESS AG EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 31, 2005 to Jul 17, 2026

Model Insight

This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0272
7.22***
α

ARCH

Response to squared shocks

0.0940
24.03***
β

GARCH

Volatility persistence

0.9856
796.77***
γ

leverage

Additional response to negative shocks

-0.0701
-19.85***

Persistence:

0.986

Half-life:

48 days