V-Lab: Abbott Laboratories GJR-GARCH Volatility Analysis

V-Lab

Abbott Laboratories GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:21.46% (-0.56%)

Analysis last updated: Thursday, May 8, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0375	20.02
$α$	0.0277	12.89
$β$	0.9307	413.66
$γ$	0.0568	11.70

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

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Volatility Forecasts