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V-Lab

ABB Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.92% (-1.80%)
Analysis last updated: Wednesday, February 11, 2026 at 08:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ABB Ltd SGARCH
paramt-stat
ω3.55345.40
α0.09964.82
β0.716113.23
γ10.17020.65
γ2-0.1501-0.39
γ30.49712.05
γ4-1.2197-6.48
γ51.18556.89
γ6-0.8404-4.34
γ70.82623.35
γ8-1.0010-3.55
γ91.21192.95
γ10-1.2658-1.82
Estimation Period:
Oct 20, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts