ABN AMRO Group NV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:24.02% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0995 | 11.37 | |
| 0.0553 | 9.68 | |
| 0.9149 | 186.75 | |
| 0.0142 | 1.46 |
Estimation Period:
Nov 19, 2015 to Dec 31, 2025
Nov 19, 2015 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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