AstraZeneca PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.08% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3836 | 4.50 | |
| 0.0516 | 19.44 | |
| 0.9854 | 277.11 | |
| 4.9772 | 5.73 |
Estimation Period:
May 31, 1993 to Feb 6, 2026
May 31, 1993 to Feb 6, 2026
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