V-Lab: LANXESS AG MF2-GARCH Volatility Analysis

V-Lab

LANXESS AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:41.67% (-1.10%)

Analysis last updated: Wednesday, June 25, 2025 at 10:48 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	202.08
$γ$	0.1028	23.77
$λ_{1}$	0.0260	1.98
$λ_{2}$	0.0248	2.93
$λ_{3}$	0.9705	88.31

Estimation Period:
Jan 31, 2005 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts