ABN AMRO Group NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:30.55% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5130 | 3.31 | |
| 0.0493 | 33.55 | |
| 0.9888 | 290.13 | |
| 3.6002 | 10.77 |
Estimation Period:
Nov 19, 2015 to Nov 28, 2025
Nov 19, 2015 to Nov 28, 2025
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