AstraZeneca PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.23% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0902 | 14.97 | |
| 0.0341 | 8.95 | |
| 0.9071 | 235.11 | |
| 0.0484 | 7.60 |
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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