V-Lab: Abbott Laboratories Spline-GARCH Volatility Analysis

V-Lab

Abbott Laboratories Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:22.87% (-0.15%)

Analysis last updated: Tuesday, September 16, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8840	7.86
$α$	0.0570	7.02
$β$	0.9184	79.90
$γ_{1}$	-0.0120	-4.12
$γ_{2}$	0.0185	3.84
$γ_{3}$	-0.0060	-0.90

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts