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

V-Lab

Abbott Laboratories Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:30.50% (-0.95%)

Analysis last updated: Wednesday, July 30, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9689	8.36
$α$	0.0567	6.67
$β$	0.9187	75.74
$γ_{1}$	-0.0068	-1.26
$γ_{2}$	0.0019	0.22
$γ_{3}$	0.0168	2.44
$γ_{4}$	-0.0177	-3.68

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts