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

V-Lab

| |

V-Lab

Boston Scientific Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 28th, 2024:18.69% (-2.76%)

Analysis last updated: Friday, October 25, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2376	8.30
$α$	0.1407	6.53
$β$	0.5933	12.39
$γ_{1}$	0.0688	3.82
$γ_{2}$	-0.1417	-5.21
$γ_{3}$	0.1328	6.12
$γ_{4}$	-0.0938	-3.60
$γ_{5}$	0.0477	1.38
$γ_{6}$	-0.0586	-1.54

Estimation Period:
May 20, 1992 to Oct 25, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts