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 Tuesday, January 7th, 2025:37.94% (+5.61%)

Analysis last updated: Tuesday, January 7, 2025 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6867	5.66
$α$	0.0692	5.44
$β$	0.8874	41.75
$γ_{1}$	-0.0483	-3.62
$γ_{2}$	0.0764	4.00
$γ_{3}$	-0.0389	-3.97

Estimation Period:
Jan 31, 2005 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts