V-Lab: Ascendis Pharma A/S GJR-GARCH Volatility Analysis

V-Lab

Ascendis Pharma A/S GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:41.17% (-0.24%)

Analysis last updated: Friday, August 22, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.2322	13.72
$α$	0.0862	7.97
$β$	0.3590	9.34
$γ$	0.2569	3.27

Estimation Period:
Jan 28, 2015 to Aug 22, 2025

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Volatility Forecasts

Volatility Forecasts