Bristol-Myers Squibb Co GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
29.18%
increased by 1.30%
1 Week
29.12%
increased by 1.24%
1 Month
28.93%
increased by 1.05%
Analysis last updated: Thursday, June 18, 2026 at 10:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0688 | 16.72 | |
| 0.0392 | 14.18 | |
| 0.9133 | 295.65 | |
| 0.0504 | 10.29 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
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