V-Lab: ABN AMRO Group NV GAS-GARCH Student T Volatility Analysis

V-Lab

ABN AMRO Group NV GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:34.55% (-0.83%)

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
$ω$	4.7694	3.49
$α$	0.0505	35.04
$β$	0.9896	338.78
$ν$	3.5768	12.54

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