ABN AMRO Group NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:27.69% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1922 | 8.02 | |
| 0.1188 | 3.92 | |
| 0.7516 | 13.67 | |
| 0.2376 | 5.72 | |
| -0.3874 | -6.27 | |
| 0.2034 | 5.84 |
Estimation Period:
Nov 19, 2015 to Nov 28, 2025
Nov 19, 2015 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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