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 14th, 2025:25.56% (-0.41%)

Analysis last updated: Thursday, November 13, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0520	17.10
$β$	0.8149	114.28
$γ$	0.0738	12.13
$λ_{1}$	0.0301	1.73
$λ_{2}$	0.0332	2.22
$λ_{3}$	0.9562	46.17

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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