ASR Nederland NV MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.29% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0867 | 13.20 | |
| 0.7185 | 74.61 | |
| 0.1356 | 10.67 | |
| 0.0678 | 0.57 | |
| 0.0060 | 0.75 | |
| 0.9716 | 20.67 |
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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