Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:25.24% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0700 | 16.83 | |
| 0.0396 | 14.04 | |
| 0.9119 | 291.24 | |
| 0.0517 | 10.38 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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