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

V-Lab

LANXESS AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:35.26% (-1.53%)

Analysis last updated: Saturday, May 31, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7095	4.94
$α$	0.0559	24.80
$β$	0.9878	351.17
$ν$	5.9988	4.97

Estimation Period:
Jan 31, 2005 to May 30, 2025