V-Lab: LANXESS AG GJR-GARCH Volatility Analysis

V-Lab

LANXESS AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:29.68% (+0.14%)

Analysis last updated: Wednesday, September 17, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0860	10.91
$α$	0.0081	5.38
$β$	0.9370	416.83
$γ$	0.0790	15.18

Estimation Period:
Jan 31, 2005 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts