V-Lab
Boston Scientific Corp MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 11th, 2026
1 Day
32.52%
decreased by 0.43%
1 Week
32.93%
decreased by 0.02%
1 Month
34.00%
increased by 1.05%
Analysis last updated: Monday, August 10, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 20, 1992 to Aug 7, 2026Model Insight
This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.
σ
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 61 | |
α ARCH Response to squared shocks | 0.0000 | 0.01 |
β GARCH Volatility persistence | 0.9164 | 193.50*** |
γ leverage Additional response to negative shocks | 0.0745 | 21.45*** |
λ₁ tau intercept Baseline long-term coefficient | 0.0054 | 1.59 |
λ₂ forecast adj. Forecast performance sensitivity | 0.0097 | 3.79*** |
λ₃ tau persistence Long-term factor persistence | 0.9893 | 342.45*** |
Persistence:
0.954
Half-life:
15 days
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