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

V-Lab

LANXESS AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:39.25% (-1.19%)

Analysis last updated: Saturday, June 21, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6868	5.87
$α$	0.0689	5.52
$β$	0.8870	42.28
$γ_{1}$	-0.0461	-3.77
$γ_{2}$	0.0742	4.25
$γ_{3}$	-0.0393	-4.43

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts