V-Lab
LANXESS AG GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:39.49% (-0.58%)
Analysis last updated: Tuesday, November 12, 2024 at 08:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1324 | 15.74 | |
| 0.0672 | 22.85 | |
| 0.9083 | 242.79 |
Estimation Period:
Jan 31, 2005 to Nov 8, 2024
Jan 31, 2005 to Nov 8, 2024