V-Lab: ABN AMRO Group NV Zero Slope Spline-GARCH Volatility Analysis

V-Lab

ABN AMRO Group NV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:22.34% (-0.74%)

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
$ω$	1.2204	8.16
$α$	0.1266	3.96
$β$	0.7345	12.72
$γ_{1}$	0.2631	6.00
$γ_{2}$	-0.4234	-6.42
$γ_{3}$	0.2159	5.74

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts