V-Lab: Airgas Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Airgas Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 23rd, 2016:3.20% (-0.07%)

Analysis last updated: Monday, March 1, 2021 at 09:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6811	7.17
$α$	0.0551	91.88
$β$	0.9990	6487.01
$ν$	4	183.77

Estimation Period:
Jan 2, 1990 to May 20, 2016