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

V-Lab

Abbott Laboratories Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:29.49% (+1.00%)

Analysis last updated: Wednesday, April 16, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8818	7.62
$α$	0.0588	7.26
$β$	0.9177	81.47
$γ_{1}$	-0.0129	-4.49
$γ_{2}$	0.0205	4.86
$γ_{3}$	-0.0097	-3.87

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

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Volatility Forecasts

Volatility Forecasts