V-Lab: LANXESS AG EGARCH Volatility Analysis

V-Lab

LANXESS AG EGARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:42.45% (+4.35%)

Analysis last updated: Friday, June 20, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0263	7.13
$α$	0.0926	23.61
$β$	0.9857	789.18
$γ$	-0.0663	-18.79

Estimation Period:
Jan 31, 2005 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts