ING Groep NV GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.67% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0571 | 20.62 | |
| 0.0331 | 12.39 | |
| 0.9109 | 455.68 | |
| 0.0975 | 19.82 |
Estimation Period:
Dec 27, 1994 to Feb 13, 2026
Dec 27, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts