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 Friday, August 1st, 2025:37.45% (+10.53%)

Analysis last updated: Thursday, July 31, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9593	7.46
$α$	0.0818	7.85
$β$	0.8479	44.48
$γ_{1}$	-0.0387	-0.81
$γ_{2}$	0.1457	2.15
$γ_{3}$	-0.1908	-4.37
$γ_{4}$	0.0571	0.98
$γ_{5}$	0.0878	1.22
$γ_{6}$	-0.1101	-1.74
$γ_{7}$	0.1314	2.16
$γ_{8}$	-0.1791	-2.40
$γ_{9}$	0.1559	2.11
$γ_{10}$	-0.0760	-1.53

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts