L'Air Liquide Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.92% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 3.69 | |
| 0.0484 | 13.62 | |
| 0.9296 | 326.29 | |
| 0.0440 | 6.01 |
Estimation Period:
Mar 28, 2002 to Feb 6, 2026
Mar 28, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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