V-Lab: Van Lanschot Kempen NV Asy. MEM Volatility Analysis

V-Lab

Van Lanschot Kempen NV Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:27.17% (+1.81%)

Analysis last updated: Tuesday, May 20, 2025 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5245	17.49
$α$	0.2578	16.04
$β$	0.5355	40.56
$γ$	0.1002	3.16

Estimation Period:
Aug 22, 2018 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts