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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0369	24.12***
α ARCH Response to squared shocks	0.1722	66.68***
β GARCH Volatility persistence	0.8154	281.67***
γ leverage Additional response to negative shocks	0.0642	10.62***
δ power Transformation power	0.7306	17.70***

V-Lab

Bristol-Myers Squibb Co Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bristol-Myers Squibb Co Analyses