V-Lab: LANXESS AG MF2-GARCH Volatility Analysis

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LANXESS AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:40.28% (-1.08%)

Analysis last updated: Friday, October 17, 2025 at 08:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0000	0.01
$β$	0.9004	199.95
$γ$	0.1017	23.56
$λ_{1}$	0.0244	2.00
$λ_{2}$	0.0240	3.02
$λ_{3}$	0.9716	94.62

Estimation Period:
Jan 31, 2005 to Oct 10, 2025

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