Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:25.73% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0713 | 16.93 | |
| 0.0395 | 13.82 | |
| 0.9107 | 287.56 | |
| 0.0532 | 10.51 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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