ABB Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.80% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0206 | 4.99 | |
| 0.7831 | 61.61 | |
| 0.0986 | 13.51 | |
| 0.0633 | 0.62 | |
| 0.0586 | 1.30 | |
| 0.9263 | 14.56 |
Estimation Period:
Oct 20, 1999 to Feb 6, 2026
Oct 20, 1999 to Feb 6, 2026
News Impact Curve
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