ABN AMRO Group NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:24.49% (+4.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2062 | 8.14 | |
| 0.1246 | 3.97 | |
| 0.7373 | 12.87 | |
| 0.2470 | 5.94 | |
| -0.4040 | -6.52 | |
| 0.2142 | 6.12 |
Estimation Period:
Nov 19, 2015 to Nov 7, 2025
Nov 19, 2015 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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