V-Lab: Boston Scientific Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Boston Scientific Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:19.81% (-1.30%)

Analysis last updated: Friday, December 20, 2024 at 11:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3003	8.65
$α$	0.1184	6.52
$β$	0.6662	15.03
$γ_{1}$	0.0947	1.78
$γ_{2}$	-0.1008	-1.09
$γ_{3}$	-0.0806	-1.10
$γ_{4}$	0.1544	2.67
$γ_{5}$	-0.0443	-0.95
$γ_{6}$	-0.0925	-1.84
$γ_{7}$	0.0915	1.70
$γ_{8}$	0.0223	0.41
$γ_{9}$	-0.1070	-1.97
$γ_{10}$	0.0967	2.76

Estimation Period:
May 20, 1992 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts