ASR Nederland NV AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.45% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2271 | 11.21 | |
| 0.1247 | 19.02 | |
| 0.7691 | 85.31 | |
| 0.5702 | 9.59 |
Estimation Period:
Jun 9, 2016 to Feb 13, 2026
Jun 9, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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