Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:26.93% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0702 | 16.85 | |
| 0.0398 | 14.04 | |
| 0.9116 | 290.31 | |
| 0.0518 | 10.35 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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