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

V-Lab

LANXESS AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:36.84% (-0.84%)

Analysis last updated: Saturday, August 30, 2025 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6892	5.98
$α$	0.0681	5.52
$β$	0.8878	42.49
$γ_{1}$	-0.0448	-3.80
$γ_{2}$	0.0724	4.30
$γ_{3}$	-0.0387	-4.53

Estimation Period:
Jan 31, 2005 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts