V-Lab: LANXESS AG MF2-GARCH Volatility Analysis

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LANXESS AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:77.52% (+37.90%)

Analysis last updated: Friday, November 7, 2025 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0000	0.01
$β$	0.8978	191.95
$γ$	0.1029	23.42
$λ_{1}$	0.0274	1.92
$λ_{2}$	0.0256	2.80
$λ_{3}$	0.9694	81.42

Estimation Period:
Jan 31, 2005 to Oct 31, 2025

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