ASR Nederland NV Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.80% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9814 | 8.72 | |
| 0.1310 | 5.19 | |
| 0.7660 | 21.70 | |
| -0.0065 | -0.75 |
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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