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VAN Lanschot Kempen NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1,493.83% (-555.84%)
Analysis last updated: Wednesday, February 11, 2026 at 08:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of VAN Lanschot Kempen NV S0GARCH
paramt-stat
ω6.133261,331,680.00
α0.39613,960,970.00
β0.53125,311,590.00
γ1-3,787.4540-37,874,540,000.00
γ28,608.813086,088,130,000.00
γ3-7,681.9290-76,819,290,000.00
γ43,409.019034,090,190,000.00
γ5-494.0173-4,940,173,000.00
γ6-68.0423-680,423,200.00
γ7-8.9258-89,258,240.00
γ8234.13592,341,359,000.00
γ9-400.5485-4,005,485,000.00
Estimation Period:
Dec 7, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts