LANXESS AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
40.10%
decreased by 1.03%
1 Week
40.91%
decreased by 0.22%
1 Month
43.20%
increased by 2.07%
Analysis last updated: Friday, June 5, 2026 at 06:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6854 | 6.34 | |
| 0.0725 | 5.98 | |
| 0.8797 | 42.96 | |
| -0.0418 | -4.03 | |
| 0.0696 | 4.70 | |
| -0.0398 | -5.28 |
Estimation Period:
Jan 31, 2005 to May 29, 2026
Jan 31, 2005 to May 29, 2026
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