LANXESS AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:28.04% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7132 | 4.89 | |
| 0.0553 | 24.73 | |
| 0.9876 | 340.44 | |
| 5.8813 | 5.02 |
Estimation Period:
Jan 31, 2005 to Jan 2, 2026
Jan 31, 2005 to Jan 2, 2026
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