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

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Van Lanschot Kempen NV MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:24.03% (-0.53%)

Analysis last updated: Saturday, December 6, 2025 at 02:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0673	7.69
$β$	0.5285	9.09
$γ$	0.0987	5.90
$λ_{1}$	0.4910	0.27
$λ_{2}$	0.0571	0.29
$λ_{3}$	0.7929	1.08

Estimation Period:
Aug 22, 2018 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts