Van Lanschot Kempen NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:48.28% (+6.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3149 | 7.49 | |
| 0.1365 | 7.58 | |
| 0.8242 | 39.09 | |
| 3.8885 | 4.01 |
Estimation Period:
Aug 22, 2018 to Feb 27, 2026
Aug 22, 2018 to Feb 27, 2026
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