V-Lab: Abbott Laboratories Spline-GARCH Volatility Analysis

V-Lab

Abbott Laboratories Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:19.08% (-0.47%)

Analysis last updated: Thursday, July 10, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9711	8.46
$α$	0.0594	6.96
$β$	0.9144	74.45
$γ_{1}$	-0.0061	-1.14
$γ_{2}$	-0.0001	-0.02
$γ_{3}$	0.0210	2.79
$γ_{4}$	-0.0295	-2.86

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts