Boston Scientific Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, October 21st, 2026
1 Day
26.50%
decreased by 0.29%
1 Week
26.61%
decreased by 0.18%
1 Month
26.95%
increased by 0.16%
Analysis last updated: Tuesday, October 20, 2026 at 10:21 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 20, 1992 to Oct 16, 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
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.3011 | 6.32*** |
| αARCH | 0.0479 | 5.24*** |
| βGARCH | 0.9001 | 47.01*** |
Spline Coefficients
K=7
| γ1 | 0.0660 | 3.06*** |
| γ2 | -0.1384 | -4.33*** |
| γ3 | 0.1346 | 5.25*** |
| γ4 | -0.1061 | -3.98*** |
| γ5 | 0.0637 | 2.35** |
| γ6 | -0.0155 | -0.58 |
| γ7 | -0.0074 | -0.33 |
0.948
Persistence13d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3011 | 6.32*** |
α ARCH Response to squared shocks | 0.0479 | 5.24*** |
β GARCH Volatility persistence | 0.9001 | 47.01*** |
Spline Coefficients
K=7
| γ1 | 0.0660 | 3.06*** |
| γ2 | -0.1384 | -4.33*** |
| γ3 | 0.1346 | 5.25*** |
| γ4 | -0.1061 | -3.98*** |
| γ5 | 0.0637 | 2.35** |
| γ6 | -0.0155 | -0.58 |
| γ7 | -0.0074 | -0.33 |
Persistence:
0.948
Half-life:
13 days
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