V-Lab: Abbott Laboratories GJR-GARCH Volatility Analysis

V-Lab

Abbott Laboratories GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:44.33% (+25.52%)

Analysis last updated: Thursday, July 17, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0379	20.07
$α$	0.0275	12.88
$β$	0.9305	415.03
$γ$	0.0571	11.75

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

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Volatility Forecasts

Volatility Forecasts