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V-Lab

ASM International NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.58% (+0.93%)
Analysis last updated: Sunday, February 15, 2026 at 02:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ASM International NV S0GARCH
paramt-stat
ω1.24334.22
α0.08227.19
β0.851837.96
γ10.02460.43
γ2-0.1324-1.64
γ30.24124.57
γ4-0.2309-4.73
γ50.14653.15
γ6-0.0211-0.49
γ7-0.0578-1.55
γ80.02931.05
Estimation Period:
Dec 13, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts