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 30th, 2025:20.25% (-0.64%)

Analysis last updated: Friday, June 27, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4718	5.21
$α$	0.0592	28.49
$β$	0.9884	397.75
$ν$	5.9078	6.23

Estimation Period:
Jan 2, 1990 to Jun 27, 2025