V-Lab
Boston Scientific Corp Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
46.69%
decreased by 0.55%
1 Week
50.43%
increased by 3.19%
1 Month
54.29%
increased by 7.05%
Analysis last updated: Friday, August 14, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 20, 1992 to Aug 14, 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 2 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.4027 | 9.52*** |
α ARCH Response to squared shocks | 0.1222 | 6.66*** |
β GARCH Volatility persistence | 0.6356 | 13.94*** |
Spline Coefficients
K=9
| γ1 | 0.1230 | 4.36*** |
| γ2 | -0.1859 | -3.92*** |
| γ3 | 0.0400 | 1.08 |
| γ4 | 0.0989 | 2.90*** |
| γ5 | -0.1440 | -4.06*** |
| γ6 | 0.0804 | 2.42** |
| γ7 | 0.0331 | 0.97 |
| γ8 | -0.1270 | -3.20*** |
| γ9 | 0.2844 | 4.20*** |
Persistence:
0.758
Half-life:
2 days
Other Boston Scientific Corp Analyses
Other Spline-GARCH Analyses on Equities