LANXESS AG MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
45.17%
decreased by 0.48%
1 Week
45.89%
increased by 0.24%
1 Month
47.54%
increased by 1.89%
Analysis last updated: Tuesday, June 23, 2026 at 06:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0007 | 0.33 | |
| 0.8849 | 178.15 | |
| 0.1132 | 24.03 | |
| 0.0244 | 1.89 | |
| 0.0266 | 3.04 | |
| 0.9695 | 87.90 |
Estimation Period:
Jan 31, 2005 to Jun 19, 2026
Jan 31, 2005 to Jun 19, 2026
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