LANXESS AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
72.70%
decreased by 0.69%
1 Week
72.14%
decreased by 1.25%
1 Month
70.01%
decreased by 3.38%
Analysis last updated: Thursday, April 2, 2026 at 06:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2543 | 4.92 | |
| 0.0564 | 29.25 | |
| 0.9889 | 398.59 | |
| 5.6352 | 6.29 |
Estimation Period:
Jan 31, 2005 to Mar 27, 2026
Jan 31, 2005 to Mar 27, 2026
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