V-Lab
Ascendis Pharma A/S GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, August 25th, 2025:39.45% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.1538 | 5.01 | |
| 0.0768 | 6.54 | |
| 0.8861 | 32.98 | |
| 3.4991 | 3.15 |
Estimation Period:
Jan 28, 2015 to Aug 22, 2025
Jan 28, 2015 to Aug 22, 2025
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Other GAS-GARCH Student T Analyses on Depositary Receipts