V-Lab: LANXESS AG GJR-GARCH Volatility Analysis

V-Lab

LANXESS AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:37.29% (-0.80%)

Analysis last updated: Wednesday, July 2, 2025 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0854	10.70
$α$	0.0080	5.34
$β$	0.9373	416.78
$γ$	0.0790	15.07

Estimation Period:
Jan 31, 2005 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts