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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.8401	4.43***
α ARCH Response to squared shocks	0.0554	27.76***
β GARCH Volatility persistence	0.9886	367.49***
ν DF Student-t tail thickness	4.8956	7.73***

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bristol-Myers Squibb Co Analyses