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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0387	19.38***
α ARCH Response to squared shocks	0.0242	12.71***
β GARCH Volatility persistence	0.9344	437.03***
γ leverage Additional response to negative shocks	0.0553	11.08***

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Abbott Laboratories GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Abbott Laboratories Analyses