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

V-Lab

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V-Lab

Air Liquide SA Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:18.82% (+0.82%)

Analysis last updated: Friday, May 3, 2024 at 08:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0056	4.93
$α$	0.0779	8.65
$β$	0.8828	65.95
$γ_{1}$	0.0035	0.10
$γ_{2}$	0.0321	0.67
$γ_{3}$	-0.1217	-4.48
$γ_{4}$	0.1765	7.07
$γ_{5}$	-0.1525	-6.00
$γ_{6}$	0.0904	3.30
$γ_{7}$	-0.0342	-1.05
$γ_{8}$	0.0238	0.40

Estimation Period:
Jan 1, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts