ABB Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.92% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5534 | 5.40 | |
| 0.0996 | 4.82 | |
| 0.7161 | 13.23 | |
| 0.1702 | 0.65 | |
| -0.1501 | -0.39 | |
| 0.4971 | 2.05 | |
| -1.2197 | -6.48 | |
| 1.1855 | 6.89 | |
| -0.8404 | -4.34 | |
| 0.8262 | 3.35 | |
| -1.0010 | -3.55 | |
| 1.2119 | 2.95 | |
| -1.2658 | -1.82 |
Estimation Period:
Oct 20, 1999 to Feb 6, 2026
Oct 20, 1999 to Feb 6, 2026
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