V-Lab: Abbott Laboratories MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Abbott Laboratories MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:19.84% (-0.33%)

Analysis last updated: Tuesday, November 11, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0226	9.31
$β$	0.8828	135.37
$γ$	0.0797	17.99
$λ_{1}$	0.0089	3.76
$λ_{2}$	0.0185	4.23
$λ_{3}$	0.9779	187.88

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts