LANXESS AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
53.77%
increased by 0.92%
1 Week
53.49%
increased by 0.64%
1 Month
52.43%
decreased by 0.42%
Analysis last updated: Saturday, May 23, 2026 at 08:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1329 | 5.17 | |
| 0.0558 | 30.10 | |
| 0.9886 | 406.84 | |
| 5.6464 | 6.28 |
Estimation Period:
Jan 31, 2005 to May 22, 2026
Jan 31, 2005 to May 22, 2026
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