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

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V-Lab

LANXESS AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:38.91% (-0.04%)

Analysis last updated: Tuesday, November 12, 2024 at 08:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6295	4.95
$α$	0.0565	24.73
$β$	0.9878	342.86
$ν$	6	4.73

Estimation Period:
Jan 31, 2005 to Nov 8, 2024