ASM International NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.39% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 13.22 | |
| 0.0301 | 13.75 | |
| 0.9530 | 580.74 | |
| 0.0270 | 6.92 |
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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