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Asml Holding Nv Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.12% (-0.91%)
Analysis last updated: Saturday, February 14, 2026 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Asml Holding Nv S0GARCH
paramt-stat
ω0.17324.10
α0.05996.19
β0.910074.23
γ1-0.6536-2.96
γ20.73141.99
γ3-0.0753-0.34
γ40.04960.42
γ5-0.1234-1.41
γ60.11451.37
γ7-0.0559-0.61
γ80.04700.43
γ9-0.0375-0.37
γ10-0.0173-0.24
Estimation Period:
Jan 13, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts