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, March 11th, 2025:28.61% (+2.67%)

Analysis last updated: Tuesday, March 11, 2025 at 02:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7646	4.44
$α$	0.0558	27.18
$β$	0.9881	353.28
$ν$	5	7.57

Estimation Period:
Jan 2, 1990 to Mar 7, 2025