V-Lab
V-Lab
Air Products & Chemicals Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:19.91% (-0.34%)

Analysis last updated: Friday, May 3, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Air Products & Chemicals Inc GJR-GARCH
paramt-stat
ω0.092022.92
α0.045317.47
β0.8883360.23
γ0.073610.18
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts