V-Lab
Abbott Laboratories GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
32.69%
increased by 0.92%
1 Week
32.55%
increased by 0.78%
1 Month
31.99%
increased by 0.22%
Analysis last updated: Friday, July 24, 2026 at 10:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 62 trading days, meaning a shock loses half its impact after approximately 62 days. Returns follow a Student-t distribution with v = 5.71 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.5037 | 4.84*** |
α ARCH Response to squared shocks | 0.0572 | 27.83*** |
β GARCH Volatility persistence | 0.9888 | 386.72*** |
ν DF Student-t tail thickness | 5.7090 | 6.32*** |
Persistence:
0.989
Half-life:
62 days
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