ABN Amro Bank NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.14% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2755 | 5.02 | |
| 0.0710 | 2.99 | |
| 0.8249 | 15.71 | |
| 0.2362 | 4.48 | |
| -0.3754 | -5.23 | |
| 0.1878 | 6.05 |
Estimation Period:
Nov 24, 2015 to Feb 6, 2026
Nov 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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