V-Lab
Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 7th, 2024:22.41% (-0.55%)
Analysis last updated: Friday, October 4, 2024 at 09:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0688 | 16.53 | |
| 0.0391 | 13.57 | |
| 0.9118 | 282.80 | |
| 0.0531 | 10.53 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024
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