ABB Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.09% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0128 | 5.14 | |
| 0.9021 | 208.87 | |
| 0.0857 | 21.89 | |
| 0.0043 | 2.17 | |
| 0.0086 | 2.94 | |
| 0.9899 | 274.22 |
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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