V-Lab: Ascendis Pharma A/S GAS-GARCH Student T Volatility Analysis

V-Lab

Ascendis Pharma A/S GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:44.71% (-1.39%)

Analysis last updated: Wednesday, June 18, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.2352	4.95
$α$	0.0772	6.63
$β$	0.8880	33.35
$ν$	3.4965	3.19

Estimation Period:
Jan 28, 2015 to Jun 18, 2025