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

V-Lab

Boston Scientific Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:23.84% (-3.18%)

Analysis last updated: Thursday, April 17, 2025 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3697	8.33
$α$	0.1264	6.86
$β$	0.6730	16.69
$γ_{1}$	0.0915	4.78
$γ_{2}$	-0.1786	-6.03
$γ_{3}$	0.1555	6.59
$γ_{4}$	-0.1109	-5.01
$γ_{5}$	0.0559	2.84
$γ_{6}$	-0.0025	-0.13
$γ_{7}$	-0.0448	-1.11

Estimation Period:
May 20, 1992 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts