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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

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 Jul 24, 2026

Model 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

ParameterValuet-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