Abb Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.59% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 6.23 | |
| 0.1264 | 21.92 | |
| 0.9850 | 583.20 | |
| -0.0487 | -12.30 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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