Abbott Laboratories GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
33.03%
decreased by 0.55%
1 Week
32.86%
decreased by 0.72%
1 Month
32.23%
decreased by 1.35%
Analysis last updated: Tuesday, May 12, 2026 at 09:36 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
Other Abbott Laboratories Analyses
Other GJR-GARCH Analyses on Equities