AstraZeneca PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.92% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0722 | 16.75 | |
| 0.0356 | 12.22 | |
| 0.9174 | 301.49 | |
| 0.0404 | 8.05 |
Estimation Period:
May 31, 1993 to Feb 6, 2026
May 31, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AstraZeneca PLC Analyses
Other GJR-GARCH Analyses on International Equities