ABB Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.52% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 5.95 | |
| 0.0645 | 25.99 | |
| 0.9223 | 353.51 | |
| 0.6711 | 9.59 |
Estimation Period:
Apr 6, 2001 to Feb 6, 2026
Apr 6, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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