V-Lab: Air Products & Chemicals Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Air Products & Chemicals Inc APARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.35% (-0.14%)

Analysis last updated: Friday, April 19, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0448	20.98
$α$	0.0784	38.87
$β$	0.9145	380.59
$γ$	0.4776	18.70
$δ$	0.9136	21.74

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts