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AstraZeneca PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.97% (-1.18%)
Analysis last updated: Tuesday, February 17, 2026 at 11:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AstraZeneca PLC S0GARCH
paramt-stat
ω0.78516.78
α0.06705.00
β0.863131.99
γ10.06811.48
γ2-0.1112-1.67
γ30.01920.48
γ40.06161.50
γ5-0.0883-1.87
γ60.13492.52
γ7-0.1468-2.19
γ80.08201.27
γ9-0.0232-0.58
Estimation Period:
May 31, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts