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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	116
α ARCH Response to squared shocks	0.0525	17.62***
β GARCH Volatility persistence	0.8156	114.54***
γ leverage Additional response to negative shocks	0.0709	11.98***
λ₁ tau intercept Baseline long-term coefficient	0.0290	1.74*
λ₂ forecast adj. Forecast performance sensitivity	0.0327	2.25**
λ₃ tau persistence Long-term factor persistence	0.9572	47.89***

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Bristol-Myers Squibb Co MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Bristol-Myers Squibb Co Analyses