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, December 1st, 2025:48.62% (-1.89%)

Analysis last updated: Sunday, November 30, 2025 at 02:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6856	6.21
$α$	0.0685	5.62
$β$	0.8848	41.67
$γ_{1}$	-0.0442	-3.99
$γ_{2}$	0.0722	4.57
$γ_{3}$	-0.0396	-4.95

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts