V-Lab
Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:24.04% (-0.39%)
Analysis last updated: Monday, January 13, 2025 at 10:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0720 | 16.95 | |
| 0.0407 | 13.66 | |
| 0.9089 | 278.37 | |
| 0.0541 | 10.40 |
Estimation Period:
Jan 2, 1990 to Jan 10, 2025
Jan 2, 1990 to Jan 10, 2025
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