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 2nd, 2025:33.08% (-1.13%)

Analysis last updated: Saturday, May 31, 2025 at 03:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8099	4.39
$α$	0.0559	27.56
$β$	0.9884	359.82
$ν$	4.8917	7.67

Estimation Period:
Jan 2, 1990 to May 30, 2025