Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
27.25%
unchanged at 0.00%
1 Week
27.28%
increased by 0.03%
1 Month
27.37%
increased by 0.12%
Analysis last updated: Friday, April 10, 2026 at 10:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0698 | 16.82 | |
| 0.0397 | 14.18 | |
| 0.9121 | 292.26 | |
| 0.0511 | 10.31 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
Other Bristol-Myers Squibb Co Analyses
Other GJR-GARCH Analyses on Equities