LANXESS AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.67% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0001 | 0.05 | |
| 0.8954 | 194.95 | |
| 0.1044 | 23.42 | |
| 0.0212 | 1.95 | |
| 0.0242 | 3.24 | |
| 0.9723 | 103.33 |
Estimation Period:
Jan 31, 2005 to Feb 13, 2026
Jan 31, 2005 to Feb 13, 2026
News Impact Curve
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