ASM International NV AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.11% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 10.22 | |
| 0.0515 | 29.67 | |
| 0.9419 | 512.73 | |
| 0.6218 | 10.06 |
Estimation Period:
Dec 13, 1996 to Feb 13, 2026
Dec 13, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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