LANXESS AG MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
53.12%
increased by 1.10%
1 Week
52.78%
increased by 0.76%
1 Month
51.54%
decreased by 0.48%
Analysis last updated: Saturday, May 23, 2026 at 08:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0097 | 4.39 | |
| 0.9338 | 435.92 | |
| 0.0846 | 23.49 | |
| 2.5772 | 0.08 | |
| 0.0000 | 0.00 | |
| 0.5822 | 0.11 |
Estimation Period:
Jan 31, 2005 to May 22, 2026
Jan 31, 2005 to May 22, 2026
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