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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Boston Scientific Corp SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 20, 1992 to Aug 14, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=9
γ10.1230
4.36***
γ2-0.1859
-3.92***
γ30.0400
1.08
γ40.0989
2.90***
γ5-0.1440
-4.06***
γ60.0804
2.42**
γ70.0331
0.97
γ8-0.1270
-3.20***
γ90.2844
4.20***

Persistence:

0.758

Half-life:

2 days