LANXESS AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:38.16% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7071 | 4.94 | |
| 0.0552 | 24.72 | |
| 0.9878 | 349.42 | |
| 5.9663 | 4.99 |
Estimation Period:
Jan 31, 2005 to Oct 10, 2025
Jan 31, 2005 to Oct 10, 2025
Other GAS-GARCH Student T Analyses on International Equities