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

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V-Lab

Bristol-Myers Squibb Co Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:44.56% (+24.80%)

Analysis last updated: Thursday, April 25, 2024 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8675	7.43
$α$	0.0809	7.65
$β$	0.8284	33.88
$γ_{1}$	-0.0822	-1.76
$γ_{2}$	0.2085	3.17
$γ_{3}$	-0.1959	-4.58
$γ_{4}$	-0.0022	-0.04
$γ_{5}$	0.1885	2.93
$γ_{6}$	-0.2230	-3.90
$γ_{7}$	0.2234	3.59
$γ_{8}$	-0.1963	-2.65
$γ_{9}$	0.0760	1.08
$γ_{10}$	0.0472	0.56

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

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