V-Lab: Air Products & Chemicals Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Air Products & Chemicals Inc APARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:19.80% (+0.84%)

Analysis last updated: Thursday, May 2, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0450	20.96
$α$	0.0786	38.90
$β$	0.9142	379.04
$γ$	0.4755	18.67
$δ$	0.9147	21.74

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts