Abb Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.60% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0457 | 12.59 | |
| 0.8242 | 110.73 | |
| 0.1024 | 15.78 | |
| 0.0072 | 3.11 | |
| 0.0142 | 4.08 | |
| 0.9839 | 236.47 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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