ABN AMRO Group NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.86% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1024 | 11.60 | |
| 0.0570 | 9.81 | |
| 0.9132 | 185.15 | |
| 0.0134 | 1.36 |
Estimation Period:
Nov 19, 2015 to Feb 6, 2026
Nov 19, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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