Skip to main content
V-Lab

Boston Scientific Corp GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

45.67%

decreased by 0.73%

1 Week

45.66%

decreased by 0.74%

1 Month

45.63%

decreased by 0.77%

Analysis last updated: Friday, July 10, 2026 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Boston Scientific Corp GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 20, 1992 to Jul 10, 2026

Model Insight

With persistence 0.996, volatility shocks have a half-life of 172 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Leverage: Negative returns increase volatility 300% more than positive returns

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0318
10.58***
α

ARCH

Response to squared shocks

0.0130
11.80***
β

GARCH

Volatility persistence

0.9634
721.65***
γ

leverage

Additional response to negative shocks

0.0391
14.52***

Persistence:

0.996

Half-life:

172 days