V-Lab
Abbott Laboratories EGARCH Volatility Analysis
Volatility prediction for Tuesday, August 11th, 2026
1 Day
25.21%
decreased by 0.75%
1 Week
25.32%
decreased by 0.64%
1 Month
25.71%
decreased by 0.25%
Analysis last updated: Monday, August 10, 2026 at 09:37 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 strong leverage effect: negative returns increase next-day volatility 234% more than equivalent positive returns.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0214 | 8.50*** |
α ARCH Response to squared shocks | 0.1062 | 26.85*** |
β GARCH Volatility persistence | 0.9816 | 912.26*** |
γ leverage Additional response to negative shocks | -0.0573 | -15.00*** |
Persistence:
0.982
Half-life:
37 days
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