ABN AMRO Group NV GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
27.37%
decreased by 0.73%
1 Week
27.65%
decreased by 0.45%
1 Month
28.60%
increased by 0.50%
Analysis last updated: Tuesday, April 28, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0991 | 11.42 | |
| 0.0542 | 9.69 | |
| 0.9159 | 188.96 | |
| 0.0142 | 1.49 |
Estimation Period:
Nov 19, 2015 to Apr 24, 2026
Nov 19, 2015 to Apr 24, 2026
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