V-Lab
Boston Scientific Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
32.69%
decreased by 0.52%
1 Week
32.23%
decreased by 0.98%
1 Month
30.85%
decreased by 2.36%
Analysis last updated: Tuesday, August 25, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 20, 1992 to Aug 21, 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 | 6.39*** |
α ARCH Response to squared shocks | 0.0468 | 5.15*** |
β GARCH Volatility persistence | 0.9023 | 47.23*** |
Spline Coefficients
K=7
| γ1 | 0.0688 | 3.18*** |
| γ2 | -0.1424 | -4.42*** |
| γ3 | 0.1360 | 5.23*** |
| γ4 | -0.1057 | -3.93*** |
| γ5 | 0.0620 | 2.30** |
| γ6 | -0.0138 | -0.52 |
| γ7 | -0.0080 | -0.36 |
Persistence:
0.949
Half-life:
13 days
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