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, July 28th, 2025:30.07% (-0.69%)

Analysis last updated: Friday, July 25, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8004	4.44
$α$	0.0561	27.43
$β$	0.9883	358.46
$ν$	4.9079	7.61

Estimation Period:
Jan 2, 1990 to Jul 25, 2025