V-Lab: Bristol-Myers Squibb Co GAS-GARCH Student T Volatility Analysis

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V-Lab

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

Volatility Prediction for Monday, December 23rd, 2024:27.04% (+0.86%)

Analysis last updated: Friday, December 20, 2024 at 11:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7680	4.45
$α$	0.0563	27.23
$β$	0.9881	352.76
$ν$	5	7.60

Estimation Period:
Jan 2, 1990 to Dec 20, 2024