ABN AMRO Group NV AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.93% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2425 | 16.87 | |
| 0.1189 | 20.29 | |
| 0.8295 | 128.06 | |
| 0.0403 | 0.59 |
Estimation Period:
Nov 19, 2015 to Feb 6, 2026
Nov 19, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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