ASR Nederland NV GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.54% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3113 | 16.95 | |
| 0.0740 | 9.20 | |
| 0.7675 | 91.05 | |
| 0.1155 | 6.01 |
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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