V-Lab: LANXESS AG MF2-GARCH Volatility Analysis

V-Lab

LANXESS AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:62.74% (-2.18%)

Analysis last updated: Wednesday, April 16, 2025 at 02:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0000	0.01
$β$	0.9041	215.31
$γ$	0.1018	23.97
$λ_{1}$	0.0227	2.08
$λ_{2}$	0.0241	3.18
$λ_{3}$	0.9720	101.03

Estimation Period:
Jan 31, 2005 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts