Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:23.56% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0696 | 16.79 | |
| 0.0396 | 14.16 | |
| 0.9123 | 292.20 | |
| 0.0510 | 10.31 |
Estimation Period:
Jan 2, 1990 to Mar 20, 2026
Jan 2, 1990 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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