V-Lab: Air Liquide SA GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Air Liquide SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:14.25% (-0.13%)

Analysis last updated: Saturday, April 20, 2024 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3463	7.92
$α$	0.0680	30.58
$β$	0.9865	534.09
$ν$	7	5.45

Estimation Period:
Jan 1, 1990 to Apr 19, 2024