V-Lab: LANXESS AG MF2-GARCH Volatility Analysis

V-Lab

LANXESS AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:36.10% (-0.57%)

Analysis last updated: Saturday, August 30, 2025 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0000	0.01
$β$	0.9000	199.88
$γ$	0.1025	23.66
$λ_{1}$	0.0272	1.98
$λ_{2}$	0.0254	2.85
$λ_{3}$	0.9696	83.67

Estimation Period:
Jan 31, 2005 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts