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

V-Lab

LANXESS AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:40.29% (+0.60%)

Analysis last updated: Wednesday, July 16, 2025 at 01:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6875	5.90
$α$	0.0686	5.53
$β$	0.8874	42.45
$γ_{1}$	-0.0457	-3.78
$γ_{2}$	0.0737	4.27
$γ_{3}$	-0.0391	-4.47

Estimation Period:
Jan 31, 2005 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts