ASM International NV GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:40.37% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3029 | 3.57 | |
| 0.0000 | 0.00 | |
| 0.7801 | 14.24 | |
| 0.0593 | 2.42 |
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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