AstraZeneca PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.60% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 10.05 | |
| 0.1025 | 21.03 | |
| 0.9757 | 541.77 | |
| -0.0380 | -7.25 |
Estimation Period:
Apr 6, 1999 to Feb 13, 2026
Apr 6, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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