ASR Nederland NV EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.91% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 10.51 | |
| 0.1831 | 22.14 | |
| 0.9451 | 231.99 | |
| -0.0844 | -10.26 |
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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