V-Lab: LANXESS AG MF2-GARCH Volatility Analysis

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LANXESS AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:52.80% (-1.92%)

Analysis last updated: Sunday, November 30, 2025 at 02:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0000	0.01
$β$	0.8998	201.62
$γ$	0.1024	23.64
$λ_{1}$	0.0222	2.07
$λ_{2}$	0.0231	3.23
$λ_{3}$	0.9730	106.34

Estimation Period:
Jan 31, 2005 to Nov 28, 2025

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