V-Lab: Van Lanschot Kempen NV MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Van Lanschot Kempen NV MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:28.69% (+1.09%)

Analysis last updated: Wednesday, November 12, 2025 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0692	7.86
$β$	0.5312	9.23
$γ$	0.0963	5.74
$λ_{1}$	0.4909	0.28
$λ_{2}$	0.0564	0.29
$λ_{3}$	0.7939	1.09

Estimation Period:
Aug 22, 2018 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts