ASR Nederland NV GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.20% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2486 | 12.91 | |
| 0.1391 | 21.17 | |
| 0.7644 | 77.41 |
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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