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, October 13th, 2025:28.02% (+0.34%)

Analysis last updated: Friday, October 10, 2025 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0540	17.55
$β$	0.8148	114.64
$γ$	0.0718	11.85
$λ_{1}$	0.0308	1.77
$λ_{2}$	0.0333	2.23
$λ_{3}$	0.9558	46.20

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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