AstraZeneca PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.39% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0418 | 12.11 | |
| 0.8985 | 196.01 | |
| 0.0401 | 9.74 | |
| 0.0058 | 2.70 | |
| 0.0035 | 2.98 | |
| 0.9944 | 517.63 |
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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