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

V-Lab

| |

V-Lab

LANXESS AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:38.85% (-1.60%)

Analysis last updated: Thursday, November 21, 2024 at 12:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6555	4.95
$α$	0.0566	24.81
$β$	0.9878	344.44
$ν$	6	4.74

Estimation Period:
Jan 31, 2005 to Nov 15, 2024