V-Lab: Abbott Laboratories Spline-GARCH Volatility Analysis

V-Lab

Abbott Laboratories Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:16.80% (-0.28%)

Analysis last updated: Friday, June 20, 2025 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9726	8.48
$α$	0.0601	7.01
$β$	0.9134	73.95
$γ_{1}$	-0.0059	-1.11
$γ_{2}$	-0.0005	-0.06
$γ_{3}$	0.0217	2.88
$γ_{4}$	-0.0314	-3.08

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts