V-Lab
Abbott Laboratories Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
39.81%
decreased by 0.49%
1 Week
39.31%
decreased by 0.99%
1 Month
37.55%
decreased by 2.75%
Analysis last updated: Friday, July 24, 2026 at 10:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 24, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 28 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8605 | 7.76*** |
α ARCH Response to squared shocks | 0.0542 | 7.07*** |
β GARCH Volatility persistence | 0.9213 | 85.36*** |
Spline Coefficients
K=3
| γ1 | -0.0130 | -4.79*** |
| γ2 | 0.0214 | 5.33*** |
| γ3 | -0.0115 | -4.61*** |
Persistence:
0.975
Half-life:
28 days
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