V-Lab: LANXESS AG MF2-GARCH Volatility Analysis

V-Lab

LANXESS AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:39.36% (-0.62%)

Analysis last updated: Sunday, May 11, 2025 at 03:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0000	0.01
$β$	0.8991	200.64
$γ$	0.1042	23.88
$λ_{1}$	0.0260	1.97
$λ_{2}$	0.0252	2.92
$λ_{3}$	0.9701	86.87

Estimation Period:
Jan 31, 2005 to May 9, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts