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, March 11th, 2025:31.71% (+5.54%)

Analysis last updated: Tuesday, March 11, 2025 at 02:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0263	9.57
$α$	0.0127	11.71
$β$	0.9656	758.50
$γ$	0.0372	14.08

Estimation Period:
May 20, 1992 to Mar 7, 2025

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Volatility Forecasts