Van Lanschot Kempen NV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:24.46% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7804 | 12.47 | |
| 0.0737 | 7.02 | |
| 0.6446 | 32.38 | |
| 0.0763 | 2.70 |
Estimation Period:
Aug 22, 2018 to Dec 31, 2025
Aug 22, 2018 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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