ABB Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.33% (+2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1441 | 4.08 | |
| 0.0790 | 37.36 | |
| 0.9900 | 404.56 | |
| 4.8318 | 11.40 |
Estimation Period:
Jun 22, 1999 to Feb 6, 2026
Jun 22, 1999 to Feb 6, 2026
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