V-Lab: AstraZeneca PLC GJR-GARCH Volatility Analysis

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V-Lab

AstraZeneca PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:20.23% (-0.40%)

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
$ω$	0.0604	16.36
$α$	0.0387	12.28
$β$	0.9252	316.42
$γ$	0.0270	5.55

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts