V-Lab: Air Products & Chemicals Inc MF2-GARCH Volatility Analysis

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V-Lab

Air Products & Chemicals Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:31.00% (-0.68%)

Analysis last updated: Friday, May 10, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0516	17.64
$β$	0.8075	120.48
$γ$	0.0828	16.40
$λ_{1}$	0.0121	2.83
$λ_{2}$	0.0238	3.76
$λ_{3}$	0.9721	127.59

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts