V-Lab
Van Lanschot Kempen NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 19th, 2025:25.76% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9527 | 8.74 | |
| 0.1209 | 3.21 | |
| 0.6404 | 7.52 | |
| -0.0007 | -0.14 |
Estimation Period:
Aug 22, 2018 to Jun 13, 2025
Aug 22, 2018 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
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