V-Lab: Abbott Laboratories MF2-GARCH Volatility Analysis

V-Lab

Abbott Laboratories MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:32.92% (-1.43%)

Analysis last updated: Wednesday, July 30, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0214	8.90
$β$	0.8841	132.99
$γ$	0.0807	18.04
$λ_{1}$	0.0095	3.67
$λ_{2}$	0.0199	4.01
$λ_{3}$	0.9764	166.62

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts