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

V-Lab

Abbott Laboratories Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:20.99% (-0.54%)

Analysis last updated: Thursday, May 8, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8812	7.66
$α$	0.0587	7.24
$β$	0.9174	81.05
$γ_{1}$	-0.0129	-4.50
$γ_{2}$	0.0203	4.88
$γ_{3}$	-0.0097	-3.87

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts