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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6860	6.41***
α ARCH Response to squared shocks	0.0706	5.93***
β GARCH Volatility persistence	0.8823	43.54***

γ₁	-0.0409	-4.05***
γ₂	0.0684	4.74***
γ₃	-0.0395	-5.39***

V-Lab

LANXESS AG Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other LANXESS AG Analyses