ABN Amro Bank NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.86% (+8.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5578 | 3.93 | |
| 0.0502 | 2.10 | |
| 0.7112 | 4.69 | |
| -0.4823 | -0.71 | |
| 1.6038 | 1.62 | |
| -2.8930 | -4.32 | |
| 2.9599 | 4.77 | |
| -2.0708 | -3.01 | |
| 1.4875 | 2.07 | |
| -0.7710 | -1.26 | |
| 0.2106 | 0.50 |
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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