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V-Lab

Abbott Laboratories Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

43.65%

decreased by 0.93%

1 Week

43.08%

decreased by 1.50%

1 Month

41.07%

decreased by 3.51%

Analysis last updated: Tuesday, July 21, 2026 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Abbott Laboratories S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9559
8.42***
α

ARCH

Response to squared shocks

0.0547
6.57***
β

GARCH

Volatility persistence

0.9204
76.83***
γi Spline Coefficients
K=4
γ1-0.0075
-1.51
γ20.0037
0.46
γ30.0154
2.30**
γ4-0.0178
-3.61***

Persistence:

0.975

Half-life:

28 days