V-Lab: Van Lanschot Kempen NV GAS-GARCH Student T Volatility Analysis

V-Lab

Van Lanschot Kempen NV GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:25.12% (-1.06%)

Analysis last updated: Thursday, June 19, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	3.4303	7.06
$α$	0.1348	7.27
$β$	0.8294	38.14
$ν$	3.8731	3.86

Estimation Period:
Aug 22, 2018 to Jun 13, 2025