V-Lab: Bristol-Myers Squibb Co Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Bristol-Myers Squibb Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:22.47% (-0.45%)

Analysis last updated: Friday, June 27, 2025 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9486	7.27
$α$	0.0810	7.81
$β$	0.8511	45.69
$γ_{1}$	-0.0430	-0.88
$γ_{2}$	0.1521	2.20
$γ_{3}$	-0.1929	-4.33
$γ_{4}$	0.0554	0.94
$γ_{5}$	0.0914	1.25
$γ_{6}$	-0.1145	-1.78
$γ_{7}$	0.1374	2.20
$γ_{8}$	-0.1843	-2.41
$γ_{9}$	0.1561	2.07
$γ_{10}$	-0.0731	-1.44

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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Volatility Forecasts

Volatility Forecasts