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 Monday, July 28th, 2025:29.85% (-0.99%)

Analysis last updated: Sunday, July 27, 2025 at 02:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	3.3860	7.11
$α$	0.1321	7.31
$β$	0.8318	39.22
$ν$	3.8919	3.81

Estimation Period:
Aug 22, 2018 to Jul 25, 2025