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

V-Lab

LANXESS AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:37.08% (+0.43%)

Analysis last updated: Sunday, May 11, 2025 at 03:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6857	5.81
$α$	0.0697	5.54
$β$	0.8861	42.11
$γ_{1}$	-0.0468	-3.74
$γ_{2}$	0.0752	4.20
$γ_{3}$	-0.0396	-4.35

Estimation Period:
Jan 31, 2005 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts