Airgas Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, May 23rd, 2016):
1 Day
2.61%
1 Week
2.90%
1 Month
4.44%
Analysis last updated: Monday, March 1, 2021 at 07:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0459 | 22.53 | |
| 0.2366 | 28.28 | |
| 0.9844 | 1,177.52 | |
| -0.0645 | -11.05 |
Estimation Period:
Jan 2, 1990 to May 20, 2016
Jan 2, 1990 to May 20, 2016
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