Van Lanschot Kempen NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:23.23% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2605 | 7.67 | |
| 0.1354 | 7.58 | |
| 0.8252 | 40.48 | |
| 3.9572 | 3.88 |
Estimation Period:
Aug 22, 2018 to Dec 31, 2025
Aug 22, 2018 to Dec 31, 2025
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