ABB Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.72% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3759 | 3.08 | |
| 0.0046 | 0.57 | |
| 0.8177 | 20.44 | |
| 0.0809 | 1.52 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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