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 Tuesday, July 1st, 2025:22.90% (-1.07%)

Analysis last updated: Monday, June 30, 2025 at 09:34 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