AbbVie Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:26.12% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3318 | 10.12 | |
| 0.0925 | 8.08 | |
| 0.7839 | 56.24 | |
| 0.0141 | 0.67 |
Estimation Period:
Dec 10, 2012 to Feb 13, 2026
Dec 10, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities