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 Thursday, June 19th, 2025:23.58% (-0.84%)

Analysis last updated: Thursday, June 19, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2315	8.11
$α$	0.1205	3.81
$β$	0.7476	13.25
$γ_{1}$	0.2776	6.00
$γ_{2}$	-0.4405	-6.29
$γ_{3}$	0.2174	5.38

Estimation Period:
Nov 19, 2015 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts