Abbott Laboratories GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
33.19%
increased by 2.26%
1 Week
33.01%
increased by 2.08%
1 Month
32.37%
increased by 1.44%
Analysis last updated: Friday, May 8, 2026 at 10:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 19.50 | |
| 0.0245 | 12.61 | |
| 0.9336 | 433.65 | |
| 0.0552 | 11.04 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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