LANXESS AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.23% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8294 | 4.76 | |
| 0.0548 | 25.09 | |
| 0.9879 | 344.10 | |
| 5.7542 | 5.25 |
Estimation Period:
Jan 31, 2005 to Feb 13, 2026
Jan 31, 2005 to Feb 13, 2026
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