VAN Lanschot Kempen NV Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.21% (+3.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0690 | 0.00 | |
| 0.3097 | 0.00 | |
| 0.6903 | 0.00 | |
| -188.1922 | -0.00 | |
| 676.0507 | 0.00 | |
| -935.8426 | -0.00 | |
| 632.0051 | 0.04 | |
| -201.8476 | -0.00 | |
| -12.1409 | -0.00 | |
| 54.3320 | 0.00 | |
| -50.3783 | -0.00 |
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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