Air Products & Chemicals Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.54% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0423 | 16.14 | |
| 0.8122 | 126.91 | |
| 0.0931 | 18.46 | |
| 0.0108 | 2.74 | |
| 0.0198 | 3.78 | |
| 0.9765 | 152.44 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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