ABN AMRO Group NV APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.64% (+6.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0583 | 11.05 | |
| 0.0933 | 17.05 | |
| 0.9057 | 172.05 | |
| 0.1724 | 5.03 | |
| 1.0321 | 12.41 |
Estimation Period:
Nov 19, 2015 to Jan 30, 2026
Nov 19, 2015 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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