V-Lab: LANXESS AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

LANXESS AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:52.09% (-2.29%)

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
$ω$	0.6940	6.01
$α$	0.0692	5.54
$β$	0.8863	41.79
$γ_{1}$	-0.0439	-3.76
$γ_{2}$	0.0708	4.25
$γ_{3}$	-0.0376	-4.44

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts