V-Lab: Abbott Laboratories MF2-GARCH Volatility Analysis

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Abbott Laboratories MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:20.18% (-0.06%)

Analysis last updated: Friday, October 10, 2025 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0225	9.25
$β$	0.8825	135.52
$γ$	0.0805	18.04
$λ_{1}$	0.0088	3.76
$λ_{2}$	0.0184	4.24
$λ_{3}$	0.9781	189.66

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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