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

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LANXESS AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 10th, 2025:63.15% (-3.08%)

Analysis last updated: Sunday, November 9, 2025 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6859	6.17
$α$	0.0693	5.61
$β$	0.8839	41.35
$γ_{1}$	-0.0446	-3.98
$γ_{2}$	0.0727	4.56
$γ_{3}$	-0.0398	-4.94

Estimation Period:
Jan 31, 2005 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts