V-Lab: LANXESS AG GJR-GARCH Volatility Analysis

V-Lab

LANXESS AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:38.23% (-0.95%)

Analysis last updated: Saturday, May 31, 2025 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0853	10.66
$α$	0.0080	5.33
$β$	0.9373	414.93
$γ$	0.0791	15.07

Estimation Period:
Jan 31, 2005 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts