V-Lab: AstraZeneca PLC GJR-GARCH Volatility Analysis

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V-Lab

AstraZeneca PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:24.95% (-0.64%)

Analysis last updated: Wednesday, May 1, 2024 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0604	16.46
$α$	0.0390	12.37
$β$	0.9256	317.87
$γ$	0.0257	5.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts