AstraZeneca PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.98% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7847 | 6.76 | |
| 0.0663 | 4.99 | |
| 0.8652 | 32.67 | |
| 0.0674 | 1.45 | |
| -0.1098 | -1.64 | |
| 0.0175 | 0.43 | |
| 0.0638 | 1.54 | |
| -0.0906 | -1.90 | |
| 0.1363 | 2.53 | |
| -0.1466 | -2.18 | |
| 0.0805 | 1.25 | |
| -0.0215 | -0.54 |
Estimation Period:
May 31, 1993 to Jan 30, 2026
May 31, 1993 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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