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V-Lab
Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:26.48% (+1.00%)
Analysis last updated: Tuesday, November 11, 2025 at 11:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bristol-Myers Squibb Co GJR-GARCH
paramt-stat
ω0.071316.93
α0.039513.82
β0.9107287.56
γ0.053210.51
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts