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

V-Lab

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

Volatility Prediction for Monday, July 28th, 2025:35.84% (-1.47%)

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
$ω$	0.8479	5.62
$α$	0.1842	2.54
$β$	0.2777	1.72
$γ_{1}$	-0.6746	-1.85
$γ_{2}$	1.3633	2.45
$γ_{3}$	-1.4855	-3.65
$γ_{4}$	1.5200	4.15
$γ_{5}$	-1.0693	-2.87
$γ_{6}$	0.2411	0.48
$γ_{7}$	0.2422	0.56

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts