AstraZeneca PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.56% (-0.45%)
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
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