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

Skip to main content

V-Lab

ABN AMRO Group NV MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:27.83% (-1.08%)

Analysis last updated: Saturday, December 6, 2025 at 01:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0579	10.48
$β$	0.8101	57.52
$γ$	0.0423	4.49
$λ_{1}$	0.0165	1.07
$λ_{2}$	0.0175	2.03
$λ_{3}$	0.9784	81.99

Estimation Period:
Nov 19, 2015 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts