Abbott Laboratories GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:27.81% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0403 | 19.62 | |
| 0.0252 | 12.70 | |
| 0.9321 | 427.18 | |
| 0.0562 | 10.94 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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