ABB Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.49% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6740 | 5.02 | |
| 0.0901 | 6.78 | |
| 0.8533 | 40.73 | |
| -0.1753 | -4.54 | |
| 0.2383 | 4.31 | |
| -0.0891 | -2.45 | |
| 0.0513 | 1.40 | |
| -0.0234 | -0.69 | |
| -0.0095 | -0.42 |
Estimation Period:
Jun 22, 1999 to Feb 6, 2026
Jun 22, 1999 to Feb 6, 2026
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