V-Lab: Bristol-Myers Squibb Co GAS-GARCH Student T Volatility Analysis

V-Lab

Bristol-Myers Squibb Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:23.97% (-0.74%)

Analysis last updated: Friday, June 27, 2025 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7845	4.46
$α$	0.0565	27.25
$β$	0.9880	351.60
$ν$	4.8935	7.59

Estimation Period:
Jan 2, 1990 to Jun 27, 2025