Abb Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.16% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5820 | 2.64 | |
| 0.1171 | 7.73 | |
| 0.8078 | 37.29 | |
| -0.1773 | -1.43 | |
| 0.2925 | 1.92 | |
| -0.0817 | -1.60 | |
| -0.2051 | -3.50 | |
| 0.3033 | 5.43 | |
| -0.2098 | -4.30 | |
| 0.1199 | 2.25 | |
| -0.0286 | -0.50 | |
| -0.0284 | -0.48 | |
| 0.0551 | 0.69 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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