V-Lab
Boston Scientific Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
34.67%
increased by 0.03%
1 Week
34.74%
increased by 0.10%
1 Month
35.02%
increased by 0.38%
Analysis last updated: Friday, July 24, 2026 at 10:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 20, 1992 to Jul 24, 2026Model Insight
With persistence 0.995, volatility shocks have a half-life of 147 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 = 3.95 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 | 6.9063 | 4.54*** |
α ARCH Response to squared shocks | 0.0477 | 60.54*** |
β GARCH Volatility persistence | 0.9953 | 1,029.26*** |
ν DF Student-t tail thickness | 3.9496 | 25.43*** |
Persistence:
0.995
Half-life:
147 days
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