Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 2nd, 2025:27.22% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0706 | 16.89 | |
| 0.0400 | 13.97 | |
| 0.9112 | 288.90 | |
| 0.0518 | 10.30 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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