V-Lab: Abbott Laboratories MF2-GARCH Volatility Analysis

V-Lab

Abbott Laboratories MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:21.29% (-0.57%)

Analysis last updated: Tuesday, July 8, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0240	10.04
$β$	0.8824	135.55
$γ$	0.0805	17.90
$λ_{1}$	0.0088	3.92
$λ_{2}$	0.0189	4.33
$λ_{3}$	0.9775	189.34

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts