V-Lab: Air Liquide SA MF2-GARCH Volatility Analysis

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V-Lab

Air Liquide SA MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:19.13% (-0.56%)

Analysis last updated: Tuesday, May 7, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.0232	10.52
$β$	0.8717	190.33
$γ$	0.1021	26.41
$λ_{1}$	0.0159	4.02
$λ_{2}$	0.0401	4.55
$λ_{3}$	0.9529	89.75

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts