V-Lab: Abbott Laboratories GJR-GARCH Volatility Analysis

V-Lab

Abbott Laboratories GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:37.43% (-1.14%)

Analysis last updated: Friday, July 25, 2025 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0371	19.98
$α$	0.0256	12.42
$β$	0.9331	423.36
$γ$	0.0565	12.10

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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