Van Lanschot Kempen NV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:24.73% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7972 | 12.41 | |
| 0.0726 | 6.92 | |
| 0.6420 | 31.80 | |
| 0.0773 | 2.72 |
Estimation Period:
Aug 22, 2018 to Nov 28, 2025
Aug 22, 2018 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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