V-Lab: AstraZeneca PLC EGARCH Volatility Analysis

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V-Lab

AstraZeneca PLC EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:20.28% (-0.63%)

Analysis last updated: Thursday, April 18, 2024 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0251	11.62
$α$	0.1123	23.18
$β$	0.9792	664.77
$γ$	-0.0206	-4.31

Estimation Period:
May 31, 1993 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts