ABN Amro Bank NV MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.58% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0277 | 5.03 | |
| 0.6829 | 22.10 | |
| 0.1046 | 8.43 | |
| 0.0277 | 0.49 | |
| 0.0301 | 1.42 | |
| 0.9637 | 31.85 |
Estimation Period:
Nov 24, 2015 to Feb 6, 2026
Nov 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ABN Amro Bank NV Analyses
Other MF2-GARCH Analyses on Depositary Receipts