Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.84% (+2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0700 | 16.86 | |
| 0.0403 | 14.20 | |
| 0.9118 | 291.03 | |
| 0.0507 | 10.18 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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