Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.04% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0698 | 16.82 | |
| 0.0398 | 14.17 | |
| 0.9121 | 291.86 | |
| 0.0511 | 10.31 |
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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