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

V-Lab

Abbott Laboratories Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:21.58% (-0.53%)

Analysis last updated: Wednesday, August 27, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8727	7.71
$α$	0.0563	7.13
$β$	0.9197	82.88
$γ_{1}$	-0.0130	-4.62
$γ_{2}$	0.0208	5.05
$γ_{3}$	-0.0103	-4.12

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts