V-Lab: Bristol-Myers Squibb Co Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Bristol-Myers Squibb Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:20.33% (-0.39%)

Analysis last updated: Thursday, April 18, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9244	7.83
$α$	0.0814	7.68
$β$	0.8286	34.01
$γ_{1}$	-0.0554	-1.18
$γ_{2}$	0.1700	2.56
$γ_{3}$	-0.1808	-4.19
$γ_{4}$	-0.0024	-0.04
$γ_{5}$	0.1787	2.80
$γ_{6}$	-0.2095	-3.71
$γ_{7}$	0.2125	3.42
$γ_{8}$	-0.1925	-2.63
$γ_{9}$	0.0844	1.30
$γ_{10}$	0.0102	0.24

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts