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

V-Lab

Boston Scientific Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:22.19% (+3.66%)

Analysis last updated: Tuesday, July 1, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3698	8.28
$α$	0.1214	6.77
$β$	0.6853	17.32
$γ_{1}$	0.0893	4.71
$γ_{2}$	-0.1752	-5.99
$γ_{3}$	0.1542	6.62
$γ_{4}$	-0.1125	-5.08
$γ_{5}$	0.0601	3.02
$γ_{6}$	-0.0080	-0.41
$γ_{7}$	-0.0410	-1.14

Estimation Period:
May 20, 1992 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts