V-Lab: Abbott Laboratories GJR-GARCH Volatility Analysis

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V-Lab

Abbott Laboratories GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, October 7th, 2024:18.58% (-0.39%)

Analysis last updated: Friday, October 4, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0368	19.67
$α$	0.0270	12.53
$β$	0.9315	411.97
$γ$	0.0572	11.71

Estimation Period:
Jan 2, 1990 to Oct 4, 2024

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Volatility Forecasts