V-Lab
Ascendis Pharma A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 28th, 2025:42.03% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2829 | 13.85 | |
| 0.0879 | 7.99 | |
| 0.3533 | 9.22 | |
| 0.2577 | 3.26 |
Estimation Period:
Jan 28, 2015 to Jul 25, 2025
Jan 28, 2015 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
Other Ascendis Pharma A/S Analyses
Other GJR-GARCH Analyses on Depositary Receipts