V-Lab: LANXESS AG GAS-GARCH Student T Volatility Analysis

V-Lab

LANXESS AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:39.04% (+3.54%)

Analysis last updated: Wednesday, June 25, 2025 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7162	4.94
$α$	0.0556	24.83
$β$	0.9879	353.98
$ν$	6.0144	4.95

Estimation Period:
Jan 31, 2005 to Jun 20, 2025