ABN AMRO Group NV Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.03% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1881 | 8.07 | |
| 0.1177 | 3.90 | |
| 0.7494 | 13.45 | |
| 0.2321 | 5.60 | |
| -0.3875 | -5.72 | |
| 0.2341 | 2.85 |
Estimation Period:
Nov 19, 2015 to Feb 6, 2026
Nov 19, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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