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

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ABN AMRO Group NV MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:23.72% (+2.19%)

Analysis last updated: Wednesday, November 12, 2025 at 12:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0650	10.70
$β$	0.7995	55.34
$γ$	0.0399	4.06
$λ_{1}$	0.0159	1.09
$λ_{2}$	0.0180	2.14
$λ_{3}$	0.9780	84.53

Estimation Period:
Nov 19, 2015 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts