Airgas Inc GARCH Volatility Analysis
Inactive
Last recorded values (Monday, May 23rd, 2016):
1 Day
12.27%
1 Week
13.66%
1 Month
18.17%
Analysis last updated: Monday, March 1, 2021 at 06:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0712 | 16.91 | |
| 0.1207 | 36.59 | |
| 0.8793 | 293.49 |
Estimation Period:
Jan 2, 1990 to May 20, 2016
Jan 2, 1990 to May 20, 2016
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