V-Lab: AbbVie Inc MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

AbbVie Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:22.86% (-1.20%)

Analysis last updated: Thursday, May 9, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.1030	7.14
$β$	0.7205	16.35
$γ$	0.0673	4.67
$λ_{1}$	2.9375	0.04
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Dec 10, 2012 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts