LANXESS AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:46.71% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9913 | 4.71 | |
| 0.0550 | 26.03 | |
| 0.9884 | 358.36 | |
| 5.6708 | 5.58 |
Estimation Period:
Jan 31, 2005 to Mar 6, 2026
Jan 31, 2005 to Mar 6, 2026
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