ABB Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.73% (+2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.0254 | 3.66 | |
| 0.0632 | 13.14 | |
| 0.9958 | 163.56 | |
| 3.7859 | 1.97 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
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