Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
22.86%
decreased by 0.65%
1 Week
23.10%
decreased by 0.41%
1 Month
23.92%
increased by 0.41%
Analysis last updated: Friday, May 22, 2026 at 10:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0695 | 16.79 | |
| 0.0395 | 14.20 | |
| 0.9125 | 293.32 | |
| 0.0507 | 10.27 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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