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 Thursday, June 19th, 2025:28.22% (-1.03%)

Analysis last updated: Thursday, June 19, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6487	3.38
$α$	0.0511	33.99
$β$	0.9890	304.86
$ν$	3.5919	11.58

Estimation Period:
Nov 19, 2015 to Jun 13, 2025