V-Lab: Boston Scientific Corp MF2-GARCH Volatility Analysis

V-Lab

Boston Scientific Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:22.42% (-0.37%)

Analysis last updated: Saturday, May 31, 2025 at 03:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0009	0.45
$β$	0.9085	187.62
$γ$	0.0784	21.96
$λ_{1}$	0.0023	1.02
$λ_{2}$	0.0089	3.94
$λ_{3}$	0.9906	408.68

Estimation Period:
May 20, 1992 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts