Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:23.36% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0697 | 16.80 | |
| 0.0396 | 14.16 | |
| 0.9122 | 292.10 | |
| 0.0511 | 10.32 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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