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

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V-Lab

Boston Scientific Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 10th, 2025:26.86% (+0.27%)

Analysis last updated: Friday, March 7, 2025 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0012	0.60
$β$	0.9106	187.55
$γ$	0.0753	21.21
$λ_{1}$	0.0019	0.82
$λ_{2}$	0.0088	3.94
$λ_{3}$	0.9908	416.29

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts