ABB Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.80% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6661 | 4.95 | |
| 0.0895 | 6.75 | |
| 0.8538 | 40.69 | |
| -0.1787 | -4.61 | |
| 0.2441 | 4.40 | |
| -0.0945 | -2.59 | |
| 0.0593 | 1.58 | |
| -0.0386 | -1.02 | |
| 0.0277 | 0.53 |
Estimation Period:
Jun 22, 1999 to Feb 6, 2026
Jun 22, 1999 to Feb 6, 2026
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