V-Lab: Linde plc GAS-GARCH Student T Volatility Analysis

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V-Lab

Linde plc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:18.12% (+1.36%)

Analysis last updated: Saturday, May 4, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5747	3.86
$α$	0.0871	12.35
$β$	0.9701	121.97
$ν$	5	4.34

Estimation Period:
Nov 24, 2017 to May 3, 2024