Van Lanschot Kempen NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:22.42% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3066 | 7.59 | |
| 0.1370 | 7.48 | |
| 0.8222 | 39.15 | |
| 3.9288 | 3.90 |
Estimation Period:
Aug 22, 2018 to Nov 28, 2025
Aug 22, 2018 to Nov 28, 2025
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