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

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V-Lab

LANXESS AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:47.71% (+4.16%)

Analysis last updated: Wednesday, March 5, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6849	5.70
$α$	0.0668	5.43
$β$	0.8911	43.28
$γ_{1}$	-0.0477	-3.67
$γ_{2}$	0.0762	4.10
$γ_{3}$	-0.0395	-4.18

Estimation Period:
Jan 31, 2005 to Feb 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts