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

V-Lab

LANXESS AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:53.03% (-2.52%)

Analysis last updated: Thursday, April 17, 2025 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.8427	4.81
$α$	0.0558	25.57
$β$	0.9885	362.36
$ν$	6.0258	5.06

Estimation Period:
Jan 31, 2005 to Apr 11, 2025