AstraZeneca PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.06% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0125 | 8.97 | |
| 0.0682 | 5.02 | |
| 0.8624 | 28.67 | |
| -0.0721 | -2.19 | |
| 0.1165 | 2.05 | |
| -0.0943 | -1.92 | |
| 0.1239 | 2.58 | |
| -0.1244 | -2.17 | |
| 0.0570 | 1.00 | |
| 0.0268 | 0.36 |
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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