ABN Amro Bank NV Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.98% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5852 | 3.75 | |
| 0.0535 | 2.05 | |
| 0.7108 | 4.53 | |
| -0.1680 | -0.13 | |
| 0.5765 | 0.29 | |
| 0.1255 | 0.09 | |
| -2.9736 | -2.43 | |
| 4.9770 | 4.42 | |
| -4.6179 | -3.62 | |
| 3.4542 | 2.38 | |
| -2.1071 | -1.43 | |
| 1.5394 | 1.21 | |
| -2.0554 | -1.44 |
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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