V-Lab: Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis

V-Lab

Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:35.63% (-1.14%)

Analysis last updated: Friday, May 9, 2025 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0701	16.81
$α$	0.0402	13.70
$β$	0.9109	284.31
$γ$	0.0524	10.38

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts