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 Wednesday, February 5th, 2025:24.90% (+0.35%)

Analysis last updated: Tuesday, February 4, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7581	4.43
$α$	0.0558	27.15
$β$	0.9881	352.90
$ν$	5	7.57

Estimation Period:
Jan 2, 1990 to Jan 31, 2025