ABN AMRO Group NV GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
31.22%
decreased by 1.46%
1 Week
31.27%
decreased by 1.41%
1 Month
31.47%
decreased by 1.21%
Analysis last updated: Tuesday, April 28, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4420 | 3.29 | |
| 0.0498 | 31.34 | |
| 0.9884 | 278.11 | |
| 3.6876 | 9.85 |
Estimation Period:
Nov 19, 2015 to Apr 24, 2026
Nov 19, 2015 to Apr 24, 2026
Other ABN AMRO Group NV Analyses
Other GAS-GARCH Student T Analyses on Depositary Receipts