ABB Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.28% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 3.76 | |
| 0.0834 | 25.01 | |
| 0.8974 | 249.20 | |
| 0.8725 | 20.71 |
Estimation Period:
Jun 22, 1999 to Feb 6, 2026
Jun 22, 1999 to Feb 6, 2026
News Impact Curve
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