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

V-Lab

Ascendis Pharma A/S MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:41.69% (-1.41%)

Analysis last updated: Friday, July 25, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1011	8.32
$β$	0.3063	9.76
$γ$	0.2730	8.84
$λ_{1}$	0.1968	0.20
$λ_{2}$	0.0128	0.38
$λ_{3}$	0.9675	7.26

Estimation Period:
Jan 28, 2015 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts