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

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V-Lab

Boston Scientific Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:21.90% (+2.16%)

Analysis last updated: Friday, October 10, 2025 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3315	8.02
$α$	0.1151	6.79
$β$	0.7033	18.25
$γ_{1}$	0.0803	4.24
$γ_{2}$	-0.1614	-5.55
$γ_{3}$	0.1478	6.38
$γ_{4}$	-0.1131	-5.08
$γ_{5}$	0.0698	3.44
$γ_{6}$	-0.0313	-1.86
$γ_{7}$	0.0143	1.18

Estimation Period:
May 20, 1992 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts