ASR Nederland NV EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.34% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 7.46 | |
| 0.1210 | 9.83 | |
| 0.9690 | 324.86 | |
| -0.0711 | -10.95 |
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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