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AstraZeneca PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.98% (-0.34%)
Analysis last updated: Saturday, February 7, 2026 at 01:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AstraZeneca PLC S0GARCH
paramt-stat
ω0.78476.76
α0.06634.99
β0.865232.67
γ10.06741.45
γ2-0.1098-1.64
γ30.01750.43
γ40.06381.54
γ5-0.0906-1.90
γ60.13632.53
γ7-0.1466-2.18
γ80.08051.25
γ9-0.0215-0.54
Estimation Period:
May 31, 1993 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts