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
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