Lonza Group AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.87% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 80.2137 | 7.32 | |
| 0.0686 | 41.78 | |
| 0.9990 | 6,842.47 | |
| 3.0193 | 61.04 |
Estimation Period:
Nov 14, 2002 to Feb 6, 2026
Nov 14, 2002 to Feb 6, 2026
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