V-Lab: AstraZeneca PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

AstraZeneca PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:18.72% (-0.39%)

Analysis last updated: Saturday, May 11, 2024 at 01:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3786	4.35
$α$	0.0501	19.83
$β$	0.9869	296.35
$ν$	5	5.61

Estimation Period:
May 31, 1993 to May 3, 2024