AstraZeneca PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.65% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0723 | 16.77 | |
| 0.0357 | 12.27 | |
| 0.9173 | 301.44 | |
| 0.0404 | 8.04 |
Estimation Period:
May 31, 1993 to Feb 13, 2026
May 31, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AstraZeneca PLC Analyses
Other GJR-GARCH Analyses on International Equities