AstraZeneca PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.00% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3932 | 4.50 | |
| 0.0519 | 19.45 | |
| 0.9853 | 276.16 | |
| 4.9758 | 5.75 |
Estimation Period:
May 31, 1993 to Feb 13, 2026
May 31, 1993 to Feb 13, 2026
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