ABN AMRO Group NV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:31.01% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1010 | 11.52 | |
| 0.0574 | 9.76 | |
| 0.9138 | 185.66 | |
| 0.0126 | 1.27 |
Estimation Period:
Nov 19, 2015 to Nov 28, 2025
Nov 19, 2015 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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