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

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Bristol-Myers Squibb Co GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:34.88% (-0.40%)

Analysis last updated: Thursday, December 4, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0576	15.96
$α$	0.0614	25.42
$β$	0.9198	309.38

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts