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 Tuesday, January 14th, 2025:23.25% (-0.40%)

Analysis last updated: Monday, January 13, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7580	4.45
$α$	0.0562	27.16
$β$	0.9880	351.74
$ν$	5	7.57

Estimation Period:
Jan 2, 1990 to Jan 10, 2025