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

V-Lab

ABN AMRO Group NV GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:22.56% (-0.39%)

Analysis last updated: Sunday, July 27, 2025 at 02:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0916	11.11
$α$	0.0585	9.70
$β$	0.9173	189.71
$γ$	0.0085	0.87

Estimation Period:
Nov 19, 2015 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts