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 Thursday, April 17th, 2025:37.23% (-0.93%)

Analysis last updated: Wednesday, April 16, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8115	4.38
$α$	0.0560	27.50
$β$	0.9884	358.64
$ν$	4.8870	7.68

Estimation Period:
Jan 2, 1990 to Apr 11, 2025