ASR Nederland NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.61% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1044 | 4.98 | |
| 0.1277 | 4.43 | |
| 0.7232 | 12.63 | |
| 0.2263 | 0.95 | |
| -0.1016 | -0.29 | |
| -0.4535 | -1.51 | |
| 0.6567 | 1.77 | |
| -0.6699 | -1.50 | |
| 0.5349 | 1.54 |
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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