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V-Lab

ASML Holding NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.30% (-0.81%)
Analysis last updated: Sunday, February 15, 2026 at 02:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ASML Holding NV S0GARCH
paramt-stat
ω1.16565.51
α0.05236.86
β0.899955.63
γ10.03250.50
γ2-0.0611-0.70
γ3-0.0701-1.26
γ40.25994.84
γ5-0.2766-5.72
γ60.18773.43
γ7-0.1176-1.60
γ80.10831.31
γ9-0.0910-1.31
γ100.01790.37
Estimation Period:
Mar 16, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts