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

V-Lab

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V-Lab

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

Volatility Prediction for Monday, October 7th, 2024:26.95% (-0.96%)

Analysis last updated: Friday, October 4, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7574	4.50
$α$	0.0568	27.08
$β$	0.9879	352.83
$ν$	5	7.52

Estimation Period:
Jan 2, 1990 to Oct 4, 2024