V-Lab: LANXESS AG GJR-GARCH Volatility Analysis

V-Lab

LANXESS AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 7th, 2025:40.94% (-0.64%)

Analysis last updated: Tuesday, October 7, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0846	10.57
$α$	0.0082	5.29
$β$	0.9382	421.27
$γ$	0.0775	14.57

Estimation Period:
Jan 31, 2005 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts