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

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V-Lab

LANXESS AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, January 7th, 2025:31.16% (+4.20%)

Analysis last updated: Tuesday, January 7, 2025 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.5720	4.98
$α$	0.0570	24.24
$β$	0.9873	333.66
$ν$	6	4.80

Estimation Period:
Jan 31, 2005 to Jan 3, 2025