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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0698	16.84***
α ARCH Response to squared shocks	0.0400	14.30***
β GARCH Volatility persistence	0.9121	293.18***
γ leverage Additional response to negative shocks	0.0509	10.28***

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Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Bristol-Myers Squibb Co Analyses