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

V-Lab

Ascendis Pharma A/S MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:45.91% (-4.42%)

Analysis last updated: Wednesday, June 18, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.1008	8.08
$β$	0.3046	9.73
$γ$	0.2740	8.73
$λ_{1}$	0.1595	0.25
$λ_{2}$	0.0099	0.53
$λ_{3}$	0.9743	12.75

Estimation Period:
Jan 28, 2015 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts