ABB Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.24% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 4.99 | |
| 0.0101 | 6.01 | |
| 0.9603 | 500.96 | |
| 0.0436 | 9.57 |
Estimation Period:
Oct 20, 1999 to Feb 6, 2026
Oct 20, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities