LANXESS AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:43.26% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8001 | 4.81 | |
| 0.0551 | 24.95 | |
| 0.9880 | 348.13 | |
| 5.8793 | 5.09 |
Estimation Period:
Jan 31, 2005 to Nov 28, 2025
Jan 31, 2005 to Nov 28, 2025
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