AstraZeneca PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.06% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0419 | 12.10 | |
| 0.8984 | 195.47 | |
| 0.0399 | 9.68 | |
| 0.0057 | 2.70 | |
| 0.0035 | 2.97 | |
| 0.9944 | 517.64 |
Estimation Period:
May 31, 1993 to Feb 6, 2026
May 31, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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