Airgas Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, May 23rd, 2016):
1 Day
13.66%
1 Week
16.07%
1 Month
23.63%
Analysis last updated: Friday, May 20, 2016 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0784 | 11.75 | |
| 0.1862 | 57.81 | |
| 0.8210 | 372.86 | |
| 0.5538 | 16.78 |
Estimation Period:
Jan 2, 1990 to May 20, 2016
Jan 2, 1990 to May 20, 2016
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