ABB Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.46% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 1.49 | |
| 0.0616 | 10.13 | |
| 0.9936 | 385.26 | |
| -0.0435 | -6.58 |
Estimation Period:
Oct 20, 1999 to Feb 6, 2026
Oct 20, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities