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

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V-Lab

Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:24.76% (+0.19%)

Analysis last updated: Tuesday, February 4, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0710	16.85
$α$	0.0404	13.66
$β$	0.9099	280.49
$γ$	0.0532	10.32

Estimation Period:
Jan 2, 1990 to Jan 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts