V-Lab
LANXESS AG AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:36.46% (-0.46%)
Analysis last updated: Saturday, April 20, 2024 at 11:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 4.02 | |
| 0.0659 | 33.28 | |
| 0.9071 | 393.37 | |
| 1.2638 | 21.71 |
Estimation Period:
Jan 31, 2005 to Apr 19, 2024
Jan 31, 2005 to Apr 19, 2024