Airgas Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, May 23rd, 2016):
1 Day
12.92%
1 Week
14.47%
1 Month
19.47%
Analysis last updated: Monday, March 1, 2021 at 06:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0842 | 22.82 | |
| 0.0732 | 11.71 | |
| 0.8721 | 232.80 | |
| 0.1094 | 11.19 |
Estimation Period:
Jan 2, 1990 to May 20, 2016
Jan 2, 1990 to May 20, 2016
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