V-Lab
V-Lab
AstraZeneca PLC MEM Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:20.16% (-0.29%)

Analysis last updated: Friday, April 19, 2024 at 08:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AstraZeneca PLC MEM
paramt-stat
ω0.076611.45
α0.133235.58
β0.8378265.48
Estimation Period:
May 31, 1993 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts