V-Lab: Abbott Laboratories GJR-GARCH Volatility Analysis

V-Lab

Abbott Laboratories GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:21.35% (-0.55%)

Analysis last updated: Tuesday, July 1, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0381	20.11
$α$	0.0276	12.90
$β$	0.9303	414.57
$γ$	0.0573	11.76

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts