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

V-Lab

Abbott Laboratories Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:29.59% (-0.75%)

Analysis last updated: Friday, August 1, 2025 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9685	8.37
$α$	0.0565	6.66
$β$	0.9189	75.81
$γ_{1}$	-0.0068	-1.27
$γ_{2}$	0.0020	0.23
$γ_{3}$	0.0167	2.43
$γ_{4}$	-0.0176	-3.67

Estimation Period:
Jan 2, 1990 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts