VAN Lanschot Kempen NV GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.64% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0954 | 3.46 | |
| 0.0273 | 4.14 | |
| 0.9257 | 115.01 | |
| 0.0442 | 2.71 |
Estimation Period:
Dec 7, 2018 to Feb 6, 2026
Dec 7, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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