V-Lab: LANXESS AG MF2-GARCH Volatility Analysis

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LANXESS AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:61.04% (-2.30%)

Analysis last updated: Saturday, November 15, 2025 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0000	0.01
$β$	0.9008	204.91
$γ$	0.1022	23.76
$λ_{1}$	0.0216	2.07
$λ_{2}$	0.0226	3.29
$λ_{3}$	0.9736	110.21

Estimation Period:
Jan 31, 2005 to Nov 14, 2025

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