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 Monday, November 24th, 2025:29.26% (-1.49%)

Analysis last updated: Saturday, November 22, 2025 at 12:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0525	17.30
$β$	0.8158	114.58
$γ$	0.0721	11.96
$λ_{1}$	0.0297	1.74
$λ_{2}$	0.0329	2.23
$λ_{3}$	0.9566	46.92

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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