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V-Lab
Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:28.33% (+0.03%)
Analysis last updated: Saturday, December 13, 2025 at 12:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bristol-Myers Squibb Co GJR-GARCH
paramt-stat
ω0.070316.85
α0.039814.02
β0.9115290.11
γ0.051810.33
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts