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V-Lab

Boston Scientific Corp GJR-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

39.53%

decreased by 0.52%

1 Week

39.58%

decreased by 0.47%

1 Month

39.74%

decreased by 0.31%

Analysis last updated: Tuesday, August 25, 2026 at 09:38 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 Aug 21, 2026

Model Insight

With persistence 0.996, volatility shocks have a half-life of 166 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 293% more than positive returns

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0324
10.72***
α

ARCH

Response to squared shocks

0.0133
11.99***
β

GARCH

Volatility persistence

0.9630
722.41***
γ

leverage

Additional response to negative shocks

0.0391
14.31***

Persistence:

0.996

Half-life:

166 days