ABN Amro Bank NV Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.12% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2778 | 5.02 | |
| 0.0716 | 3.00 | |
| 0.8217 | 15.45 | |
| 0.2384 | 4.37 | |
| -0.3806 | -4.84 | |
| 0.1980 | 3.00 |
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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