V-Lab
V-Lab
AstraZeneca PLC MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:25.94% (-0.74%)

Analysis last updated: Friday, May 3, 2024 at 03:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AstraZeneca PLC MEM
paramt-stat
ω0.076411.45
α0.132935.58
β0.8382266.08
Estimation Period:
May 31, 1993 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts