V-Lab: Boston Scientific Corp AGARCH Volatility Analysis

V-Lab

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V-Lab

Boston Scientific Corp AGARCH Volatility Analysis

Volatility Prediction for Wednesday, March 19th, 2025:31.25% (-0.69%)

Analysis last updated: Tuesday, March 18, 2025 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0101	-1.30
$α$	0.0451	38.93
$β$	0.9462	829.99
$γ$	1.2594	16.11

Estimation Period:
May 20, 1992 to Mar 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts