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

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V-Lab

Boston Scientific Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 14th, 2025:22.09% (-0.21%)

Analysis last updated: Monday, January 13, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0266	9.31
$α$	0.0130	11.82
$β$	0.9655	753.09
$γ$	0.0368	13.71

Estimation Period:
May 20, 1992 to Jan 10, 2025

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Volatility Forecasts