ABN AMRO Group NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:22.92% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4397 | 3.28 | |
| 0.0495 | 33.41 | |
| 0.9886 | 282.87 | |
| 3.5989 | 10.63 |
Estimation Period:
Nov 19, 2015 to Dec 31, 2025
Nov 19, 2015 to Dec 31, 2025
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