ABB Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.16% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3475 | 4.42 | |
| 0.0740 | 5.39 | |
| 0.8672 | 36.41 | |
| -0.2321 | -3.02 | |
| 0.4132 | 3.70 | |
| -0.2917 | -3.55 | |
| 0.1438 | 1.87 | |
| -0.0207 | -0.27 | |
| 0.0195 | 0.27 | |
| -0.0576 | -0.92 | |
| 0.0247 | 0.53 |
Estimation Period:
Apr 6, 2001 to Feb 13, 2026
Apr 6, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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