V-Lab: Ascendis Pharma A/S Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Ascendis Pharma A/S Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:41.44% (-1.85%)

Analysis last updated: Thursday, May 2, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8470	5.39
$α$	0.1818	1.93
$β$	0.3037	1.55
$γ_{1}$	-0.7839	-1.93
$γ_{2}$	1.3296	2.24
$γ_{3}$	-0.7624	-2.10
$γ_{4}$	-0.0233	-0.07
$γ_{5}$	0.9116	2.34
$γ_{6}$	-1.3503	-4.56
$γ_{7}$	0.9226	5.07

Estimation Period:
Jan 28, 2015 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts