Van Lanschot Kempen NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:41.09% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8088 | 12.65 | |
| 0.0790 | 7.31 | |
| 0.6348 | 31.30 | |
| 0.0723 | 2.56 |
Estimation Period:
Aug 22, 2018 to Feb 27, 2026
Aug 22, 2018 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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