ASR Nederland NV AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.15% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2761 | 14.47 | |
| 0.1394 | 20.77 | |
| 0.7473 | 77.87 | |
| 0.7216 | 13.29 |
Estimation Period:
Jun 14, 2016 to Feb 6, 2026
Jun 14, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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