V-Lab: LANXESS AG GJR-GARCH Volatility Analysis

V-Lab

LANXESS AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:34.98% (-0.72%)

Analysis last updated: Saturday, August 23, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0845	10.69
$α$	0.0078	5.19
$β$	0.9380	421.37
$γ$	0.0786	15.16

Estimation Period:
Jan 31, 2005 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts