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

V-Lab

ABN AMRO Group NV MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:24.85% (-0.68%)

Analysis last updated: Sunday, August 24, 2025 at 03:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0627	10.51
$β$	0.8036	56.33
$γ$	0.0410	4.18
$λ_{1}$	0.0165	1.10
$λ_{2}$	0.0177	2.10
$λ_{3}$	0.9783	84.20

Estimation Period:
Nov 19, 2015 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts