Van Lanschot Kempen NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.58% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2393 | 7.55 | |
| 0.1337 | 7.59 | |
| 0.8290 | 40.89 | |
| 3.9430 | 3.88 |
Estimation Period:
Aug 22, 2018 to Feb 6, 2026
Aug 22, 2018 to Feb 6, 2026
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