ASM International NV MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.46% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0382 | 15.29 | |
| 0.8836 | 184.34 | |
| 0.0548 | 15.36 | |
| 0.0322 | 4.80 | |
| 0.0343 | 4.95 | |
| 0.9616 | 125.39 |
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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