LANXESS AG MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
53.42%
increased by 4.62%
1 Week
53.08%
increased by 4.28%
1 Month
51.81%
increased by 3.01%
Analysis last updated: Thursday, May 21, 2026 at 06:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0098 | 4.40 | |
| 0.9336 | 434.04 | |
| 0.0847 | 23.48 | |
| 2.5033 | 0.08 | |
| 0.0000 | 0.00 | |
| 0.5941 | 0.12 |
Estimation Period:
Jan 31, 2005 to May 15, 2026
Jan 31, 2005 to May 15, 2026
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