AstraZeneca PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.27% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 10.75 | |
| 0.1111 | 23.81 | |
| 0.9779 | 628.44 | |
| -0.0287 | -6.24 |
Estimation Period:
May 31, 1993 to Feb 20, 2026
May 31, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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