ABN Amro Bank NV EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.43% (+2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 1.08 | |
| 0.0161 | 9.06 | |
| 0.9962 | 479.84 | |
| -0.0310 | -7.13 |
Estimation Period:
Oct 12, 2017 to Feb 6, 2026
Oct 12, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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