AstraZeneca PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.16% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0354 | 8.61 | |
| 0.8964 | 147.33 | |
| 0.0442 | 8.12 | |
| 0.0051 | 1.46 | |
| 0.0023 | 1.75 | |
| 0.9956 | 372.88 |
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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