ABN AMRO Group NV GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:24.12% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0979 | 11.42 | |
| 0.0589 | 9.80 | |
| 0.9137 | 185.83 | |
| 0.0109 | 1.10 |
Estimation Period:
Nov 19, 2015 to Nov 7, 2025
Nov 19, 2015 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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