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AstraZeneca PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.74% (-1.09%)
Analysis last updated: Thursday, February 19, 2026 at 09:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AstraZeneca PLC SGARCH
paramt-stat
ω0.80606.90
α0.06684.95
β0.862631.54
γ10.08091.75
γ2-0.1308-1.96
γ30.02800.70
γ40.06171.51
γ5-0.0942-2.00
γ60.14082.63
γ7-0.1474-2.16
γ80.07211.01
γ90.01120.13
Estimation Period:
May 31, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts