V-Lab: Abbott Laboratories GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Abbott Laboratories GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:20.80% (-0.49%)

Analysis last updated: Monday, April 15, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0368	18.95
$α$	0.0265	12.25
$β$	0.9315	408.93
$γ$	0.0582	11.80

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts