V-Lab: AbbVie Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

AbbVie Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:19.18% (+0.06%)

Analysis last updated: Wednesday, April 24, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3086	7.44
$α$	0.1150	3.71
$β$	0.7187	9.87
$γ_{1}$	0.6402	2.82
$γ_{2}$	-1.1874	-3.30
$γ_{3}$	1.1976	4.16
$γ_{4}$	-1.1613	-3.60
$γ_{5}$	0.6310	1.75
$γ_{6}$	-0.0969	-0.25
$γ_{7}$	-0.0015	-0.01

Estimation Period:
Dec 10, 2012 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts