AstraZeneca PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.90% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5740 | 4.02 | |
| 0.0606 | 19.94 | |
| 0.9834 | 219.37 | |
| 4.6977 | 6.18 |
Estimation Period:
Apr 6, 1999 to Feb 13, 2026
Apr 6, 1999 to Feb 13, 2026
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