ABN AMRO Group NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:24.91% (+2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4520 | 3.31 | |
| 0.0503 | 33.63 | |
| 0.9887 | 287.32 | |
| 3.6225 | 10.69 |
Estimation Period:
Nov 19, 2015 to Nov 7, 2025
Nov 19, 2015 to Nov 7, 2025
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