Van Lanschot Kempen NV GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:29.96% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7964 | 12.42 | |
| 0.0740 | 6.97 | |
| 0.6421 | 31.85 | |
| 0.0760 | 2.66 |
Estimation Period:
Aug 22, 2018 to Nov 7, 2025
Aug 22, 2018 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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