V-Lab: Ascendis Pharma A/S Zero Slope Spline-GARCH Volatility Analysis

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Ascendis Pharma A/S Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:39.43% (+3.21%)

Analysis last updated: Tuesday, November 11, 2025 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7987	5.27
$α$	0.1717	2.51
$β$	0.2628	1.56
$γ_{1}$	-1.0733	-2.49
$γ_{2}$	1.9981	3.07
$γ_{3}$	-1.7163	-3.39
$γ_{4}$	1.0959	2.22
$γ_{5}$	0.0763	0.14
$γ_{6}$	-1.0637	-2.08
$γ_{7}$	0.9891	3.29
$γ_{8}$	-0.2948	-1.44

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts