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

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V-Lab

Boston Scientific Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:19.83% (-1.22%)

Analysis last updated: Monday, December 15, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3546	8.14
$α$	0.1144	6.74
$β$	0.7002	17.93
$γ_{1}$	0.0834	4.49
$γ_{2}$	-0.1660	-5.85
$γ_{3}$	0.1509	6.70
$γ_{4}$	-0.1159	-5.29
$γ_{5}$	0.0706	3.46
$γ_{6}$	-0.0251	-1.34
$γ_{7}$	-0.0121	-0.41

Estimation Period:
May 20, 1992 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts