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V-Lab

ABB Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.48% (-0.73%)
Analysis last updated: Thursday, February 12, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ABB Ltd S0GARCH
paramt-stat
ω3.45485.30
α0.09834.76
β0.722513.54
γ10.12880.49
γ2-0.0861-0.22
γ30.45351.85
γ4-1.1772-6.22
γ51.14466.66
γ6-0.8018-4.18
γ70.78273.28
γ8-0.9350-3.75
γ91.08223.96
γ10-0.9182-3.23
Estimation Period:
Oct 20, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts