Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:27.79% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0733 | 17.26 | |
| 0.0416 | 13.96 | |
| 0.9081 | 282.12 | |
| 0.0528 | 10.30 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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