V-Lab: Boston Scientific Corp GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Boston Scientific Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:19.57% (-0.16%)

Analysis last updated: Tuesday, February 4, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0257	9.29
$α$	0.0128	11.78
$β$	0.9658	761.66
$γ$	0.0368	13.92

Estimation Period:
May 20, 1992 to Jan 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts