V-Lab: LANXESS AG MF2-GARCH Volatility Analysis

V-Lab

LANXESS AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:41.73% (-0.88%)

Analysis last updated: Saturday, May 31, 2025 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0000	0.01
$β$	0.9003	202.09
$γ$	0.1028	23.75
$λ_{1}$	0.0256	1.97
$λ_{2}$	0.0250	2.93
$λ_{3}$	0.9704	88.16

Estimation Period:
Jan 31, 2005 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts