ABB Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.37% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 10.92 | |
| 0.1056 | 21.37 | |
| 0.9893 | 1,501.16 | |
| -0.0516 | -12.53 |
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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