LANXESS AG MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
73.83%
decreased by 2.95%
1 Week
72.63%
decreased by 4.15%
1 Month
69.21%
decreased by 7.57%
Analysis last updated: Wednesday, April 1, 2026 at 07:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0005 | 0.25 | |
| 0.8920 | 191.41 | |
| 0.1100 | 23.81 | |
| 0.0214 | 1.95 | |
| 0.0260 | 3.23 | |
| 0.9707 | 97.62 |
Estimation Period:
Jan 31, 2005 to Mar 27, 2026
Jan 31, 2005 to Mar 27, 2026
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