V-Lab: AstraZeneca PLC Asy. MEM Volatility Analysis

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V-Lab

AstraZeneca PLC Asy. MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.23% (+0.12%)

Analysis last updated: Saturday, April 20, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0766	24.67
$α$	0.1286	32.37
$β$	0.8386	265.22
$γ$	0.0074	1.24

Estimation Period:
May 31, 1993 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts