ABN Amro Bank NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:480.72% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 712.9021 | 12.90 | |
| 0.0577 | 77.74 | |
| 0.9984 | 7,182.73 | |
| 2.0016 | 250,199.25 |
Estimation Period:
Oct 12, 2017 to Feb 6, 2026
Oct 12, 2017 to Feb 6, 2026
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