V-Lab
Boston Scientific Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
29.15%
decreased by 0.33%
1 Week
28.97%
decreased by 0.51%
1 Month
28.45%
decreased by 1.03%
Analysis last updated: Friday, July 24, 2026 at 10:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 20, 1992 to Jul 24, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 13 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3163 | 6.41*** |
α ARCH Response to squared shocks | 0.0470 | 5.15*** |
β GARCH Volatility persistence | 0.9013 | 46.40*** |
Spline Coefficients
K=7
| γ1 | 0.0696 | 3.22*** |
| γ2 | -0.1438 | -4.46*** |
| γ3 | 0.1368 | 5.24*** |
| γ4 | -0.1058 | -3.94*** |
| γ5 | 0.0617 | 2.30** |
| γ6 | -0.0139 | -0.53 |
| γ7 | -0.0074 | -0.33 |
Persistence:
0.948
Half-life:
13 days
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