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AstraZeneca PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.37% (-0.62%)
Analysis last updated: Sunday, February 8, 2026 at 03:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AstraZeneca PLC S0GARCH
paramt-stat
ω0.77086.66
α0.06715.01
β0.863332.11
γ10.06391.38
γ2-0.1058-1.58
γ30.01720.43
γ40.06311.53
γ5-0.0895-1.90
γ60.13542.54
γ7-0.1466-2.20
γ80.08101.26
γ9-0.0220-0.55
Estimation Period:
May 31, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts