V-Lab: Abbott Laboratories MF2-GARCH Volatility Analysis

V-Lab

Abbott Laboratories MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:19.90% (-0.45%)

Analysis last updated: Thursday, May 8, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0241	10.07
$β$	0.8831	135.44
$γ$	0.0800	17.81
$λ_{1}$	0.0089	3.92
$λ_{2}$	0.0191	4.29
$λ_{3}$	0.9774	185.95

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts