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

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Ascendis Pharma A/S MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:40.01% (+0.70%)

Analysis last updated: Tuesday, November 11, 2025 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.1041	8.40
$β$	0.3229	10.19
$γ$	0.2583	8.38
$λ_{1}$	0.1659	0.27
$λ_{2}$	0.0117	0.58
$λ_{3}$	0.9712	12.35

Estimation Period:
Jan 28, 2015 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts