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

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

Volatility Prediction for Monday, December 8th, 2025:33.68% (-1.93%)

Analysis last updated: Saturday, December 6, 2025 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0118	8.14
$α$	0.0830	8.06
$β$	0.8502	48.02
$γ_{1}$	-0.0036	-0.10
$γ_{2}$	0.0882	1.62
$γ_{3}$	-0.2048	-6.59
$γ_{4}$	0.1926	6.65
$γ_{5}$	-0.1190	-2.99
$γ_{6}$	0.1192	2.35
$γ_{7}$	-0.1453	-2.59
$γ_{8}$	0.1129	2.20
$γ_{9}$	-0.0523	-1.53

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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Impact of return on volatility tomorrow

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