V-Lab
V-Lab
Air Products & Chemicals Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:20.46% (-0.58%)

Analysis last updated: Wednesday, April 24, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Air Products & Chemicals Inc GJR-GARCH
paramt-stat
ω0.091622.88
α0.045117.47
β0.8888361.58
γ0.073510.20
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts