ASML Holding NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.30% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1656 | 5.51 | |
| 0.0523 | 6.86 | |
| 0.8999 | 55.63 | |
| 0.0325 | 0.50 | |
| -0.0611 | -0.70 | |
| -0.0701 | -1.26 | |
| 0.2599 | 4.84 | |
| -0.2766 | -5.72 | |
| 0.1877 | 3.43 | |
| -0.1176 | -1.60 | |
| 0.1083 | 1.31 | |
| -0.0910 | -1.31 | |
| 0.0179 | 0.37 |
Estimation Period:
Mar 16, 1995 to Feb 13, 2026
Mar 16, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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