V-Lab: Abbott Laboratories MF2-GARCH Volatility Analysis

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Abbott Laboratories MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, October 23rd, 2025:23.72% (-0.79%)

Analysis last updated: Wednesday, October 22, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0225	9.23
$β$	0.8822	134.15
$γ$	0.0805	18.02
$λ_{1}$	0.0090	3.73
$λ_{2}$	0.0187	4.20
$λ_{3}$	0.9777	184.86

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

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