V-Lab: ABN AMRO Group NV GJR-GARCH Volatility Analysis

V-Lab

ABN AMRO Group NV GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:28.20% (-0.77%)

Analysis last updated: Sunday, August 24, 2025 at 03:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1013	11.48
$α$	0.0589	9.71
$β$	0.9130	184.03
$γ$	0.0120	1.19

Estimation Period:
Nov 19, 2015 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts