V-Lab: AstraZeneca PLC EGARCH Volatility Analysis

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V-Lab

AstraZeneca PLC EGARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:23.10% (-0.62%)

Analysis last updated: Saturday, April 27, 2024 at 08:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0252	11.86
$α$	0.1117	23.17
$β$	0.9792	670.26
$γ$	-0.0196	-4.11

Estimation Period:
May 31, 1993 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts