Ascendis Pharma A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:45.13% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9833 | 13.53 | |
| 0.0873 | 8.05 | |
| 0.3799 | 10.07 | |
| 0.2496 | 3.31 |
Estimation Period:
Jan 28, 2015 to Dec 5, 2025
Jan 28, 2015 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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