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 Monday, December 8th, 2025:39.51% (-5.09%)

Analysis last updated: Friday, December 5, 2025 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8001	5.30
$α$	0.1673	2.49
$β$	0.2742	1.60
$γ_{1}$	-1.0548	-2.47
$γ_{2}$	1.9733	3.06
$γ_{3}$	-1.7226	-3.42
$γ_{4}$	1.1442	2.32
$γ_{5}$	0.0002	0.00
$γ_{6}$	-1.0122	-1.85
$γ_{7}$	0.9981	2.96
$γ_{8}$	-0.3287	-1.77

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

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Volatility Forecasts

Volatility Forecasts