ABN Amro Bank NV MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.64% (+13.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0061 | 0.77 | |
| 0.7911 | 24.75 | |
| 0.0677 | 3.74 | |
| 1.4890 | 0.08 | |
| 0.6562 | 0.08 | |
| 0.0000 | 0.00 |
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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