V-Lab: Abbott Laboratories GJR-GARCH Volatility Analysis

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V-Lab

Abbott Laboratories GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 30th, 2024:16.13% (-0.24%)

Analysis last updated: Friday, December 27, 2024 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0365	19.52
$α$	0.0265	12.49
$β$	0.9317	413.35
$γ$	0.0578	11.97

Estimation Period:
Jan 2, 1990 to Dec 27, 2024

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