Bristol-Myers Squibb Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.22% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 12.58 | |
| 0.1268 | 27.47 | |
| 0.9788 | 665.86 | |
| -0.0397 | -11.09 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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