ASM International NV MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.44% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.7616 | 10.96 | |
| 0.0809 | 2.83 | |
| 3.7179 | 0.02 | |
| 0.2993 | 0.02 | |
| 0.1848 | 0.01 |
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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