ASR Nederland NV MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.42% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0087 | 2.31 | |
| 0.7053 | 48.75 | |
| 0.1792 | 15.90 | |
| 0.3652 | 0.48 | |
| 0.3182 | 0.64 | |
| 0.5297 | 0.64 |
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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