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, August 25th, 2025:24.12% (+4.20%)

Analysis last updated: Sunday, August 24, 2025 at 03:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	3.3635	7.13
$α$	0.1339	7.42
$β$	0.8325	39.23
$ν$	3.8915	3.90

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