LANXESS AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:38.16% (+1.68%)
Parameter Estimates
param | t-stat | |
---|---|---|
5.7071 | 4.94 | |
0.0552 | 24.72 | |
0.9878 | 349.42 | |
5.9663 | 4.99 |
Estimation Period:
Jan 31, 2005 to Oct 10, 2025
Jan 31, 2005 to Oct 10, 2025
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