ASM International NV EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.75% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0634 | 0.21 | |
| -0.0037 | -0.61 | |
| 0.9671 | 12.42 | |
| -0.0747 | -7.66 |
Estimation Period:
Dec 21, 2022 to Feb 13, 2026
Dec 21, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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