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{name} Model Equation

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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***

V-Lab

Boston Scientific Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Boston Scientific Corp Analyses