AbbVie Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.72% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3315 | 10.12 | |
| 0.0922 | 8.06 | |
| 0.7842 | 56.31 | |
| 0.0142 | 0.67 |
Estimation Period:
Dec 10, 2012 to Feb 20, 2026
Dec 10, 2012 to Feb 20, 2026
News Impact Curve
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