V-Lab: Abbott Laboratories GARCH Volatility Analysis

V-Lab

| |

V-Lab

Abbott Laboratories GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:21.52% (-0.44%)

Analysis last updated: Thursday, April 18, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0306	18.37
$α$	0.0553	29.01
$β$	0.9336	439.35

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts