V-Lab
Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:23.40% (-0.57%)
Analysis last updated: Friday, December 27, 2024 at 11:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0724 | 16.99 | |
| 0.0407 | 13.65 | |
| 0.9085 | 277.66 | |
| 0.0546 | 10.45 |
Estimation Period:
Jan 2, 1990 to Dec 27, 2024
Jan 2, 1990 to Dec 27, 2024
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