V-Lab: Abbott Laboratories Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Abbott Laboratories Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.21% (-0.34%)

Analysis last updated: Friday, April 26, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9748	8.38
$α$	0.0589	6.72
$β$	0.9159	74.08
$γ_{1}$	-0.0052	-0.88
$γ_{2}$	-0.0022	-0.23
$γ_{3}$	0.0211	2.88
$γ_{4}$	-0.0200	-3.91

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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