Abb Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.31% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0764 | 9.59 | |
| 0.0487 | 15.18 | |
| 0.8998 | 210.77 | |
| 0.0705 | 7.97 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities