AstraZeneca PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.92% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0722 | 16.76 | |
| 0.0355 | 12.25 | |
| 0.9174 | 301.97 | |
| 0.0405 | 8.08 |
Estimation Period:
May 31, 1993 to Feb 20, 2026
May 31, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AstraZeneca PLC Analyses
Other GJR-GARCH Analyses on International Equities