AstraZeneca PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.23% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 10.80 | |
| 0.1114 | 23.82 | |
| 0.9778 | 628.42 | |
| -0.0286 | -6.21 |
Estimation Period:
May 31, 1993 to Feb 13, 2026
May 31, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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