Bristol-Myers Squibb Co GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
30.19%
increased by 1.41%
1 Week
30.12%
increased by 1.34%
1 Month
29.84%
increased by 1.06%
Analysis last updated: Thursday, June 18, 2026 at 10:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8185 | 4.43 | |
| 0.0550 | 27.72 | |
| 0.9885 | 367.08 | |
| 4.8904 | 7.69 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
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