V-Lab: Abbott Laboratories GJR-GARCH Volatility Analysis

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V-Lab

Abbott Laboratories GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:21.51% (-0.52%)

Analysis last updated: Tuesday, February 4, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0382	20.03
$α$	0.0279	12.83
$β$	0.9297	408.31
$γ$	0.0579	11.72

Estimation Period:
Jan 2, 1990 to Jan 31, 2025

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Volatility Forecasts

Volatility Forecasts