V-Lab: Abbott Laboratories Spline-GARCH Volatility Analysis

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V-Lab

Abbott Laboratories Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 24th, 2025:22.11% (-0.67%)

Analysis last updated: Friday, March 21, 2025 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9740	8.49
$α$	0.0605	7.00
$β$	0.9129	73.61
$γ_{1}$	-0.0056	-1.04
$γ_{2}$	-0.0013	-0.14
$γ_{3}$	0.0224	2.96
$γ_{4}$	-0.0308	-3.06

Estimation Period:
Jan 2, 1990 to Mar 21, 2025

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Volatility Forecasts

Volatility Forecasts