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AstraZeneca PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.09% (-0.75%)
Analysis last updated: Sunday, February 15, 2026 at 03:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AstraZeneca PLC S0GARCH
paramt-stat
ω1.02148.97
α0.06745.05
β0.865029.70
γ1-0.0674-2.04
γ20.10901.91
γ3-0.0898-1.83
γ40.12282.55
γ5-0.1297-2.30
γ60.07511.46
γ7-0.0247-0.76
Estimation Period:
Apr 6, 1999 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts