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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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