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

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V-Lab

Abbott Laboratories Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:21.98% (-0.60%)

Analysis last updated: Tuesday, March 11, 2025 at 02:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8817	7.66
$α$	0.0593	7.25
$β$	0.9167	80.26
$γ_{1}$	-0.0129	-4.48
$γ_{2}$	0.0203	4.82
$γ_{3}$	-0.0095	-3.75

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts