V-Lab
V-Lab
Airgas Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, May 23rd, 2016:2.61% (-0.11%)

Analysis last updated: Monday, March 1, 2021 at 07:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Airgas Inc EGARCH
paramt-stat
ω0.045922.53
α0.236628.28
β0.98441177.52
γ-0.0645-11.05
Estimation Period:
Jan 2, 1990 to May 20, 2016
Impact of return on volatility tomorrow
Volatility Forecasts