V-Lab
Boston Scientific Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
41.33%
decreased by 0.18%
1 Week
41.34%
decreased by 0.17%
1 Month
41.36%
decreased by 0.15%
Analysis last updated: Tuesday, August 25, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 20, 1992 to Aug 21, 2026Model Insight
With persistence 0.995, volatility shocks have a half-life of 150 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.96 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 6.9754 | 4.59*** |
α ARCH Response to squared shocks | 0.0475 | 61.33*** |
β GARCH Volatility persistence | 0.9954 | 1,065.73*** |
ν DF Student-t tail thickness | 3.9564 | 25.83*** |
Persistence:
0.995
Half-life:
150 days
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