Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:23.80% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0699 | 16.81 | |
| 0.0394 | 14.04 | |
| 0.9120 | 291.47 | |
| 0.0518 | 10.42 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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