V-Lab: LANXESS AG MF2-GARCH Volatility Analysis

V-Lab

LANXESS AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:46.50% (-1.53%)

Analysis last updated: Friday, September 26, 2025 at 09:11 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	191.55
$γ$	0.1036	23.42
$λ_{1}$	0.0322	1.85
$λ_{2}$	0.0280	2.51
$λ_{3}$	0.9660	66.34

Estimation Period:
Jan 31, 2005 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts