V-Lab
V-Lab
Abbott Laboratories GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 19th, 2025:26.76% (-0.33%)
Analysis last updated: Tuesday, March 18, 2025 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Abbott Laboratories GJR-GARCH
paramt-stat
ω0.038120.05
α0.027912.91
β0.9298409.78
γ0.057911.74
Estimation Period:
Jan 2, 1990 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts