V-Lab: ABN AMRO Group NV EGARCH Volatility Analysis

V-Lab

ABN AMRO Group NV EGARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:31.49% (-0.77%)

Analysis last updated: Tuesday, May 20, 2025 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0495	12.24
$α$	0.1683	18.20
$β$	0.9752	461.53
$γ$	-0.0205	-2.61

Estimation Period:
Nov 19, 2015 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts