ABB Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.71% (+2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.7250 | 4.95 | |
| 0.0717 | 64.37 | |
| 0.9990 | 5,071.07 | |
| 5.0672 | 21.18 |
Estimation Period:
Oct 20, 1999 to Feb 6, 2026
Oct 20, 1999 to Feb 6, 2026
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