AstraZeneca PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.66% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 10.72 | |
| 0.1108 | 23.67 | |
| 0.9779 | 629.31 | |
| -0.0286 | -6.21 |
Estimation Period:
May 31, 1993 to Jan 30, 2026
May 31, 1993 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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