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AstraZeneca PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.32% (-0.99%)
Analysis last updated: Saturday, February 21, 2026 at 11:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AstraZeneca PLC S0GARCH
paramt-stat
ω0.79926.85
α0.06615.03
β0.866733.42
γ10.07141.54
γ2-0.1156-1.72
γ30.02130.52
γ40.05981.44
γ5-0.0866-1.82
γ60.13322.48
γ7-0.1460-2.17
γ80.08241.26
γ9-0.0238-0.59
Estimation Period:
May 31, 1993 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts