V-Lab: Van Lanschot Kempen NV MEM Volatility Analysis

V-Lab

Van Lanschot Kempen NV MEM Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:28.91% (+2.19%)

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
$ω$	0.5516	9.60
$α$	0.3312	18.14
$β$	0.5049	36.61

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts