V-Lab: Abbott Laboratories GAS-GARCH Student T Volatility Analysis

V-Lab

Abbott Laboratories GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:19.88% (-0.58%)

Analysis last updated: Saturday, May 31, 2025 at 03:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4742	5.21
$α$	0.0591	28.66
$β$	0.9885	401.34
$ν$	5.9321	6.21

Estimation Period:
Jan 2, 1990 to May 30, 2025