V-Lab
Abbott Laboratories Asy. MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
26.91%
decreased by 0.34%
1 Week
26.91%
decreased by 0.34%
1 Month
26.93%
decreased by 0.32%
Analysis last updated: Friday, August 7, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 68% more than equivalent positive returns.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0381 | 27.75*** |
α ARCH Response to squared shocks | 0.0998 | 35.01*** |
β GARCH Volatility persistence | 0.8532 | 419.86*** |
γ leverage Additional response to negative shocks | 0.0679 | 13.26*** |
Persistence:
0.987
Half-life:
53 days
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