V-Lab: Bristol-Myers Squibb Co MF2-GARCH Volatility Analysis

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V-Lab

Bristol-Myers Squibb Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:28.39% (-0.17%)

Analysis last updated: Friday, December 20, 2024 at 11:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0521	17.03
$β$	0.8175	115.09
$γ$	0.0747	12.14
$λ_{1}$	0.0312	1.76
$λ_{2}$	0.0338	2.22
$λ_{3}$	0.9553	45.26

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

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