V-Lab: Van Lanschot Kempen NV Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Van Lanschot Kempen NV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:29.66% (-1.84%)

Analysis last updated: Sunday, July 27, 2025 at 02:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9622	8.89
$α$	0.1185	3.18
$β$	0.6463	7.73
$γ_{1}$	-0.0002	-0.04

Estimation Period:
Aug 22, 2018 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts