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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 17, 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 | 0.9559 | 8.42*** |
α ARCH Response to squared shocks | 0.0547 | 6.57*** |
β GARCH Volatility persistence | 0.9204 | 76.83*** |
Spline Coefficients
K=4
| γ1 | -0.0075 | -1.51 |
| γ2 | 0.0037 | 0.46 |
| γ3 | 0.0154 | 2.30** |
| γ4 | -0.0178 | -3.61*** |
Persistence:
0.975
Half-life:
28 days
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