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V-Lab

Abbott Laboratories GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

26.04%

increased by 1.37%

1 Week

26.02%

increased by 1.35%

1 Month

25.94%

increased by 1.27%

Analysis last updated: Friday, August 21, 2026 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Abbott Laboratories GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 61 trading days, meaning a shock loses half its impact after approximately 61 days. Returns follow a Student-t distribution with v = 5.72 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.4877
4.88***
α

ARCH

Response to squared shocks

0.0572
27.69***
β

GARCH

Volatility persistence

0.9887
384.41***
ν

DF

Student-t tail thickness

5.7183
6.26***

Persistence:

0.989

Half-life:

61 days