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

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Boston Scientific Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:25.85% (-1.49%)

Analysis last updated: Friday, October 24, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3282	8.00
$α$	0.1147	6.78
$β$	0.7039	18.27
$γ_{1}$	0.0795	4.21
$γ_{2}$	-0.1601	-5.52
$γ_{3}$	0.1472	6.38
$γ_{4}$	-0.1132	-5.09
$γ_{5}$	0.0705	3.46
$γ_{6}$	-0.0319	-1.89
$γ_{7}$	0.0144	1.19

Estimation Period:
May 20, 1992 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts