ABN Amro Bank NV GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.49% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 6.90 | |
| 0.0124 | 4.63 | |
| 0.9601 | 269.99 | |
| 0.0259 | 4.09 |
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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