V-Lab
LANXESS AG EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:44.54% (-1.36%)
Analysis last updated: Tuesday, November 12, 2024 at 08:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 6.56 | |
| 0.0873 | 23.86 | |
| 0.9864 | 795.48 | |
| -0.0673 | -19.46 |
Estimation Period:
Jan 31, 2005 to Nov 8, 2024
Jan 31, 2005 to Nov 8, 2024