Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
29.14%
decreased by 1.01%
1 Week
29.09%
decreased by 1.06%
1 Month
28.90%
decreased by 1.25%
Analysis last updated: Friday, June 12, 2026 at 11:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0689 | 16.73 | |
| 0.0393 | 14.19 | |
| 0.9132 | 295.53 | |
| 0.0505 | 10.29 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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