Van Lanschot Kempen NV GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
24.70%
increased by 0.18%
1 Week
26.17%
increased by 1.65%
1 Month
27.73%
increased by 3.21%
Analysis last updated: Tuesday, April 28, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7672 | 12.38 | |
| 0.0639 | 6.91 | |
| 0.6566 | 33.73 | |
| 0.0808 | 3.02 |
Estimation Period:
Aug 22, 2018 to Apr 24, 2026
Aug 22, 2018 to Apr 24, 2026
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