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

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Bristol-Myers Squibb Co MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:27.24% (-1.32%)

Analysis last updated: Thursday, November 6, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0530	17.24
$β$	0.8144	114.21
$γ$	0.0728	11.94
$λ_{1}$	0.0300	1.74
$λ_{2}$	0.0331	2.23
$λ_{3}$	0.9564	46.59

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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