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V-Lab

Abbott Laboratories GARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

29.77%

decreased by 0.79%

1 Week

29.69%

decreased by 0.87%

1 Month

29.40%

decreased by 1.16%

Analysis last updated: Friday, August 14, 2026 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Abbott Laboratories GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 61 trading days, meaning a shock loses half its impact after approximately 61 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0303
18.60***
α

ARCH

Response to squared shocks

0.0484
27.64***
β

GARCH

Volatility persistence

0.9404
476.86***

Persistence:

0.989

Half-life:

61 days