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, December 15th, 2025:27.89% (+0.23%)

Analysis last updated: Saturday, December 13, 2025 at 12:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0518	17.23
$β$	0.8168	115.46
$γ$	0.0728	12.13
$λ_{1}$	0.0295	1.75
$λ_{2}$	0.0329	2.25
$λ_{3}$	0.9568	47.50

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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