ABB Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.48% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4548 | 5.30 | |
| 0.0983 | 4.76 | |
| 0.7225 | 13.54 | |
| 0.1288 | 0.49 | |
| -0.0861 | -0.22 | |
| 0.4535 | 1.85 | |
| -1.1772 | -6.22 | |
| 1.1446 | 6.66 | |
| -0.8018 | -4.18 | |
| 0.7827 | 3.28 | |
| -0.9350 | -3.75 | |
| 1.0822 | 3.96 | |
| -0.9182 | -3.23 |
Estimation Period:
Oct 20, 1999 to Feb 6, 2026
Oct 20, 1999 to Feb 6, 2026
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