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

V-Lab

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V-Lab

Boston Scientific Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:22.04% (-0.80%)

Analysis last updated: Monday, May 6, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3999	8.72
$α$	0.1171	6.65
$β$	0.6969	17.82
$γ_{1}$	0.1126	4.39
$γ_{2}$	-0.1879	-4.44
$γ_{3}$	0.0847	2.64
$γ_{4}$	0.0369	1.31
$γ_{5}$	-0.1084	-3.37
$γ_{6}$	0.1008	2.99
$γ_{7}$	-0.0476	-1.76
$γ_{8}$	0.0127	0.72

Estimation Period:
May 20, 1992 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts