ASR Nederland NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.64% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2357 | 12.02 | |
| 0.0525 | 8.37 | |
| 0.7883 | 91.09 | |
| 0.1302 | 8.58 |
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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