ABN AMRO Group NV MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.88% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0587 | 10.71 | |
| 0.8095 | 57.47 | |
| 0.0409 | 4.39 | |
| 0.0159 | 1.07 | |
| 0.0172 | 2.04 | |
| 0.9789 | 84.02 |
Estimation Period:
Nov 19, 2015 to Feb 6, 2026
Nov 19, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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