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 2nd, 2025:27.48% (-0.99%)

Analysis last updated: Saturday, May 31, 2025 at 03:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9584	7.47
$α$	0.0815	7.78
$β$	0.8477	43.89
$γ_{1}$	-0.0390	-0.82
$γ_{2}$	0.1457	2.13
$γ_{3}$	-0.1868	-4.23
$γ_{4}$	0.0472	0.81
$γ_{5}$	0.1010	1.40
$γ_{6}$	-0.1248	-1.96
$γ_{7}$	0.1455	2.33
$γ_{8}$	-0.1868	-2.45
$γ_{9}$	0.1547	2.06
$γ_{10}$	-0.0718	-1.43

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts