Air Products & Chemicals Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.37% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0745 | 19.00 | |
| 0.0283 | 15.98 | |
| 0.9114 | 395.59 | |
| 0.0728 | 12.38 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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