V-Lab: Abbott Laboratories MF2-GARCH Volatility Analysis

V-Lab

Abbott Laboratories MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:26.91% (+0.10%)

Analysis last updated: Wednesday, April 23, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0238	10.05
$β$	0.8840	136.70
$γ$	0.0799	17.85
$λ_{1}$	0.0090	3.93
$λ_{2}$	0.0192	4.26
$λ_{3}$	0.9772	183.75

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts