Van Lanschot Kempen NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:34.55% (+6.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3171 | 7.45 | |
| 0.1369 | 7.47 | |
| 0.8239 | 38.80 | |
| 3.9061 | 3.93 |
Estimation Period:
Aug 22, 2018 to Nov 7, 2025
Aug 22, 2018 to Nov 7, 2025
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