ABB Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.49% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 12.83 | |
| 0.1397 | 30.39 | |
| 0.9853 | 1,127.33 | |
| -0.0600 | -15.68 |
Estimation Period:
Jun 22, 1999 to Feb 6, 2026
Jun 22, 1999 to Feb 6, 2026
News Impact Curve
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