ASR Nederland NV APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.56% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1045 | 11.90 | |
| 0.1077 | 19.93 | |
| 0.8544 | 125.05 | |
| 0.4515 | 12.47 | |
| 1.0105 | 14.31 |
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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