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 Monday, December 8th, 2025:41.75% (-2.23%)

Analysis last updated: Friday, December 5, 2025 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.1011	8.27
$β$	0.3271	10.24
$γ$	0.2571	8.43
$λ_{1}$	0.1656	0.27
$λ_{2}$	0.0119	0.58
$λ_{3}$	0.9710	12.16

Estimation Period:
Jan 28, 2015 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts