ABB Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.65% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0731 | 15.52 | |
| 0.0461 | 11.35 | |
| 0.8964 | 231.32 | |
| 0.0837 | 11.92 |
Estimation Period:
Jun 22, 1999 to Feb 6, 2026
Jun 22, 1999 to Feb 6, 2026
News Impact Curve
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