V-Lab: Ascendis Pharma A/S MF2-GARCH Volatility Analysis

V-Lab

Ascendis Pharma A/S MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:41.38% (-0.66%)

Analysis last updated: Tuesday, May 20, 2025 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.1042	8.21
$β$	0.2982	9.68
$γ$	0.2773	8.73
$λ_{1}$	0.1622	0.26
$λ_{2}$	0.0100	0.54
$λ_{3}$	0.9740	12.82

Estimation Period:
Jan 28, 2015 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts