Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:23.43% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0734 | 17.27 | |
| 0.0416 | 13.96 | |
| 0.9081 | 281.75 | |
| 0.0528 | 10.29 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other Bristol-Myers Squibb Co Analyses
Other GJR-GARCH Analyses on Equities