Abb Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.39% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0613 | 4.66 | |
| 0.0784 | 45.27 | |
| 0.9906 | 489.91 | |
| 4.6090 | 15.65 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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