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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0680	16.64***
α ARCH Response to squared shocks	0.0391	14.25***
β GARCH Volatility persistence	0.9141	298.23***
γ leverage Additional response to negative shocks	0.0497	10.23***

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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