V-Lab: Van Lanschot Kempen NV GJR-GARCH Volatility Analysis

V-Lab

Van Lanschot Kempen NV GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:27.89% (-0.45%)

Analysis last updated: Sunday, July 27, 2025 at 02:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7331	11.62
$α$	0.0600	6.31
$β$	0.6783	35.29
$γ$	0.0770	2.82

Estimation Period:
Aug 22, 2018 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts