LANXESS AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:40.37% (+6.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6731 | 4.98 | |
| 0.0555 | 24.66 | |
| 0.9877 | 347.40 | |
| 5.9815 | 4.96 |
Estimation Period:
Jan 31, 2005 to Oct 31, 2025
Jan 31, 2005 to Oct 31, 2025
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