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 Friday, May 9th, 2025:34.30% (-0.25%)

Analysis last updated: Thursday, May 8, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7987	4.40
$α$	0.0558	27.53
$β$	0.9884	359.67
$ν$	4.8947	7.64

Estimation Period:
Jan 2, 1990 to May 2, 2025