V-Lab: Abbott Laboratories GJR-GARCH Volatility Analysis

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V-Lab

Abbott Laboratories GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.21% (-0.47%)

Analysis last updated: Friday, April 26, 2024 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0367	18.93
$α$	0.0264	12.24
$β$	0.9318	409.58
$γ$	0.0579	11.77

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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