V-Lab: ABN AMRO Group NV MF2-GARCH Volatility Analysis

V-Lab

ABN AMRO Group NV MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:23.50% (-0.41%)

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
$m$	41
$α$	0.0611	10.89
$β$	0.8259	62.04
$γ$	0.0314	3.36
$λ_{1}$	0.0149	1.17
$λ_{2}$	0.0167	2.14
$λ_{3}$	0.9797	93.11

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts