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

V-Lab

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V-Lab

Ascendis Pharma A/S Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:27.92% (-2.63%)

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
$ω$	0.8921	5.82
$α$	0.1763	1.99
$β$	0.3502	1.78
$γ_{1}$	-0.4850	-1.54
$γ_{2}$	0.9658	1.93
$γ_{3}$	-0.9638	-2.61
$γ_{4}$	0.8936	2.86
$γ_{5}$	-0.5012	-1.27
$γ_{6}$	-0.5499	-0.68

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts