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

V-Lab

Abbott Laboratories GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:29.01% (+1.99%)

Analysis last updated: Wednesday, April 16, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4959	5.17
$α$	0.0592	28.84
$β$	0.9887	404.52
$ν$	5.9427	6.23

Estimation Period:
Jan 2, 1990 to Apr 11, 2025