AstraZeneca PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.74% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8060 | 6.90 | |
| 0.0668 | 4.95 | |
| 0.8626 | 31.54 | |
| 0.0809 | 1.75 | |
| -0.1308 | -1.96 | |
| 0.0280 | 0.70 | |
| 0.0617 | 1.51 | |
| -0.0942 | -2.00 | |
| 0.1408 | 2.63 | |
| -0.1474 | -2.16 | |
| 0.0721 | 1.01 | |
| 0.0112 | 0.13 |
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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