AstraZeneca PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 16.21 | |
| 0.1198 | 29.70 | |
| 0.9767 | 637.97 | |
| -0.0226 | -5.67 |
Estimation Period:
May 12, 1993 to Jan 23, 2026
May 12, 1993 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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