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

V-Lab

Abbott Laboratories GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:19.12% (-0.85%)

Analysis last updated: Thursday, May 8, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4812	5.20
$α$	0.0592	28.76
$β$	0.9885	402.34
$ν$	5.9442	6.21

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