V-Lab: Abbott Laboratories AGARCH Volatility Analysis

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V-Lab

Abbott Laboratories AGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:24.17% (-0.52%)

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
$ω$	0.0238	9.20
$α$	0.0600	31.09
$β$	0.9236	420.60
$γ$	0.6128	20.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts